-22.5%
TMF vs EFV
+28.1%
-50.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | +1.0% | +1.0% | 0.0% | +0.4% |
| 30D | -1.8% | +0.2% | -2.0% | -1.9% |
| 3M | -8.2% | +9.6% | -17.9% | -13.1% |
| 6M | -19.5% | +14.0% | -33.5% | -25.2% |
| YTD | -16.0% | +18.5% | -34.4% | -22.8% |
| 1Y | -22.5% | +27.9% | -50.4% | -28.8% |
| All | -22.5% | +28.1% | -50.6% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling