+120.9%
FE vs TMF
-82.2%
+203.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | -0.3% |
| 7D | -0.5% | -1.1% | +0.5% | -0.5% |
| 30D | +4.3% | +11.8% | -7.5% | +4.3% |
| 3M | +0.4% | -4.0% | +4.4% | +0.4% |
| 6M | +6.9% | -16.5% | +23.5% | +6.9% |
| YTD | +8.0% | -19.9% | +27.9% | +8.0% |
| 1Y | +4.8% | -25.6% | +30.4% | +4.7% |
| 3Y | +49.0% | -29.9% | +78.8% | +49.3% |
| 5Y | +46.2% | -88.2% | +134.5% | +29.5% |
| 10Y | +120.9% | -81.7% | +202.6% | +73.9% |
| All | +120.9% | -82.2% | +203.1% | +73.9% |
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