+24.5%
EW vs TMF
-22.6%
+47.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +12.3% | +0.6% | +11.7% | +12.1% |
| 30D | +22.9% | +16.3% | +6.6% | +19.8% |
| 3M | +16.7% | -2.7% | +19.4% | +17.2% |
| 6M | +31.0% | -13.2% | +44.1% | +34.0% |
| YTD | +22.8% | -16.7% | +39.5% | +26.5% |
| All | +24.5% | -22.6% | +47.1% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling