-9.0%
EW vs TMF
-88.3%
+79.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.4% |
| 7D | +9.3% | -1.1% | +10.3% | +9.3% |
| 30D | +22.1% | +11.8% | +10.3% | +21.2% |
| 3M | +13.0% | -4.0% | +17.1% | +13.3% |
| 6M | +30.1% | -16.5% | +46.6% | +31.4% |
| YTD | +22.0% | -19.9% | +41.9% | +23.5% |
| 1Y | +23.7% | -25.6% | +49.3% | +25.7% |
| 3Y | +62.0% | -29.9% | +91.9% | +63.1% |
| All | -9.0% | -88.3% | +79.3% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling