-47.3%
TE vs TMF
-87.5%
+40.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.3% |
| 7D | -4.0% | -1.4% | -2.5% | -3.9% |
| 30D | -15.9% | -2.8% | -13.1% | -15.7% |
| 3M | -60.5% | -10.9% | -49.6% | -60.3% |
| 6M | -35.2% | -21.3% | -13.9% | -34.5% |
| YTD | -31.1% | -15.9% | -15.3% | -30.6% |
| 1Y | +148.6% | -15.7% | +164.4% | +150.1% |
| 3Y | -26.4% | -43.4% | +17.0% | -24.7% |
| All | -47.3% | -87.5% | +40.2% | -49.0% |
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 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