-42.3%
TMF vs EFV
+92.7%
-134.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.4% |
| 7D | +1.0% | +1.0% | 0.0% | +0.3% |
| 30D | -1.8% | +0.2% | -2.0% | -1.9% |
| 3M | -8.2% | +9.6% | -17.9% | -13.7% |
| 6M | -19.5% | +14.0% | -33.5% | -26.1% |
| YTD | -16.0% | +18.5% | -34.4% | -25.1% |
| 1Y | -22.5% | +27.9% | -50.4% | -34.4% |
| 3Y | -42.3% | +92.4% | -134.7% | -67.8% |
| All | -42.3% | +92.7% | -134.9% | -67.8% |
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 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