-24.8%
TMF vs EFV
+84.2%
-109.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.7% |
| 7D | +1.2% | -0.7% | +1.9% | +1.6% |
| 30D | +19.7% | +0.9% | +18.9% | +19.0% |
| 3M | -2.1% | -3.6% | +1.5% | +0.3% |
| 6M | -13.4% | +2.5% | -16.0% | -14.7% |
| YTD | -16.7% | +13.2% | -29.9% | -22.9% |
| 1Y | -23.3% | +20.3% | -43.7% | -31.7% |
| 3Y | -24.8% | +84.9% | -109.7% | -53.4% |
| All | -24.8% | +84.2% | -109.1% | -53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling