+102.2%
FE vs TMF
-84.4%
+186.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | -1.0% | +1.2% | -2.2% | -1.0% |
| 30D | +4.1% | +19.7% | -15.6% | +4.1% |
| 3M | -1.0% | -2.1% | +1.1% | -1.0% |
| 6M | +4.0% | -13.4% | +17.5% | +4.0% |
| YTD | +6.8% | -16.7% | +23.6% | +6.8% |
| 1Y | +5.3% | -23.3% | +28.6% | +5.3% |
| 3Y | +44.6% | -24.8% | +69.4% | +45.1% |
| 5Y | +44.2% | -88.0% | +132.3% | +28.9% |
| All | +102.2% | -84.4% | +186.6% | +68.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling