-80.5%
TE vs TMF
-87.8%
+7.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.7% | -3.0% |
| 7D | -19.1% | -9.3% | -9.8% | -18.7% |
| 30D | -34.1% | +1.9% | -36.1% | -34.2% |
| 3M | -60.1% | -11.2% | -48.9% | -59.9% |
| 6M | -66.0% | -17.7% | -48.2% | -65.7% |
| YTD | -71.4% | -24.5% | -47.0% | -71.2% |
| 1Y | -45.3% | -29.4% | -15.8% | -44.8% |
| 3Y | +9.1% | -33.4% | +42.6% | +9.7% |
| 5Y | -82.6% | -88.7% | +6.1% | -82.8% |
| All | -80.5% | -87.8% | +7.3% | -80.7% |
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 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