+104.2%
FE vs TMF
-84.4%
+188.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | 0.0% | +1.2% | -1.2% | 0.0% |
| 30D | +5.2% | +19.7% | -14.6% | +5.1% |
| 3M | 0.0% | -2.1% | +2.1% | 0.0% |
| 6M | +5.0% | -13.4% | +18.5% | +5.0% |
| YTD | +7.9% | -16.7% | +24.6% | +7.9% |
| 1Y | +6.3% | -23.3% | +29.7% | +6.3% |
| 3Y | +46.0% | -24.8% | +70.8% | +46.5% |
| 5Y | +45.6% | -88.0% | +133.7% | +30.2% |
| All | +104.2% | -84.4% | +188.6% | +70.2% |
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