+159.4%
FE vs TMF
-69.3%
+228.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | 0.0% |
| 7D | +1.7% | +4.0% | -2.3% | +1.8% |
| 30D | +8.1% | +19.5% | -11.3% | +8.7% |
| 3M | -1.3% | -3.5% | +2.2% | -1.4% |
| 6M | +2.9% | -10.6% | +13.5% | +2.6% |
| YTD | +8.6% | -17.1% | +25.6% | +8.0% |
| 1Y | +6.3% | -24.3% | +30.6% | +5.5% |
| 3Y | +45.1% | -27.2% | +72.4% | +44.6% |
| 5Y | +47.1% | -87.6% | +134.7% | +32.5% |
| 10Y | +110.6% | -84.8% | +195.4% | +93.0% |
| All | +159.4% | -69.3% | +228.7% | +173.4% |
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