+155.6%
TE vs TMF
-21.2%
+176.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.1% | +10.1% | +10.0% |
| 7D | +18.2% | +1.0% | +17.2% | +17.9% |
| 30D | -13.5% | -1.8% | -11.7% | -12.9% |
| 3M | -44.6% | -8.2% | -36.3% | -43.7% |
| 6M | -24.7% | -19.5% | -5.2% | -29.7% |
| YTD | -24.3% | -16.0% | -8.3% | -26.4% |
| 1Y | +155.6% | -22.5% | +178.0% | +151.0% |
| All | +155.6% | -21.2% | +176.7% | +151.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling