+1,726.3%
EW vs TMF
-68.9%
+1,795.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.2% |
| 7D | -0.3% | -1.4% | +1.1% | -0.5% |
| 30D | +1.0% | -2.8% | +3.9% | +0.8% |
| 3M | +2.8% | -10.9% | +13.7% | +1.9% |
| 6M | +5.5% | -21.3% | +26.8% | +3.6% |
| YTD | +5.5% | -15.9% | +21.3% | +4.2% |
| 1Y | +11.0% | -15.7% | +26.8% | +9.8% |
| 3Y | +17.7% | -43.4% | +61.1% | +13.9% |
| 5Y | -25.7% | -87.8% | +62.0% | -39.2% |
| 10Y | +132.8% | -86.7% | +219.5% | +103.9% |
| All | +1,726.3% | -68.9% | +1,795.2% | +1,802.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling