+47.8%
FE vs TMF
-88.0%
+135.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | 0.0% | +1.2% | -1.2% | -0.1% |
| 30D | +5.2% | +19.7% | -14.6% | +3.5% |
| 3M | 0.0% | -2.1% | +2.1% | +0.1% |
| 6M | +5.0% | -13.4% | +18.5% | +6.2% |
| YTD | +7.9% | -16.7% | +24.6% | +9.3% |
| 1Y | +6.3% | -23.3% | +29.7% | +8.5% |
| 3Y | +46.0% | -24.8% | +70.8% | +47.6% |
| All | +47.8% | -88.0% | +135.7% | +48.7% |
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