-81.9%
TMF vs EFV
+162.4%
-244.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.5% |
| 7D | -8.2% | +0.7% | -8.9% | -7.9% |
| 30D | +5.3% | +2.0% | +3.3% | +6.0% |
| 3M | -8.5% | -1.6% | -6.8% | -9.1% |
| 6M | -17.2% | +5.8% | -22.9% | -15.7% |
| YTD | -23.4% | +15.6% | -39.0% | -19.4% |
| 1Y | -30.2% | +19.0% | -49.2% | -25.7% |
| 3Y | -32.9% | +90.7% | -123.6% | -11.3% |
| 5Y | -88.5% | +92.8% | -181.3% | -85.0% |
| All | -81.9% | +162.4% | -244.2% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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