-87.4%
TMF vs EFV
+96.9%
-184.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.4% | +1.5% | -2.9% | -1.9% |
| 30D | -2.8% | +1.7% | -4.6% | -3.4% |
| 3M | -10.9% | +8.6% | -19.5% | -13.2% |
| 6M | -21.3% | +11.7% | -33.0% | -24.0% |
| YTD | -15.9% | +19.3% | -35.2% | -20.2% |
| 1Y | -15.7% | +30.2% | -45.9% | -21.9% |
| 3Y | -43.4% | +91.6% | -134.9% | -51.5% |
| All | -87.4% | +96.9% | -184.3% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling