-86.5%
TMF vs EFV
+163.3%
-249.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.3% |
| 7D | +1.0% | +1.0% | 0.0% | +1.3% |
| 30D | -1.8% | +0.2% | -2.0% | -1.8% |
| 3M | -8.2% | +9.6% | -17.9% | -5.3% |
| 6M | -19.5% | +14.0% | -33.5% | -15.9% |
| YTD | -16.0% | +18.5% | -34.4% | -10.8% |
| 1Y | -22.5% | +27.9% | -50.4% | -15.1% |
| 3Y | -42.3% | +92.4% | -134.7% | -24.1% |
| 5Y | -87.7% | +97.2% | -184.9% | -83.8% |
| 10Y | -86.5% | +163.0% | -249.5% | -77.7% |
| All | -86.5% | +163.3% | -249.9% | -77.7% |
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