-53.2%
TE vs TMF
-86.5%
+33.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.8% |
| 3M | -60.5% | -10.9% | -49.6% | -60.4% |
| 6M | -35.2% | -21.3% | -13.9% | -34.9% |
| YTD | -31.1% | -15.9% | -15.3% | -30.9% |
| 1Y | +148.6% | -15.7% | +164.4% | +149.3% |
| 3Y | -26.4% | -43.4% | +17.0% | -25.6% |
| 5Y | -48.0% | -87.8% | +39.7% | -48.8% |
| All | -53.2% | -86.5% | +33.3% | -53.7% |
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 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