-68.9%
TMF vs EFV
+327.8%
-396.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.7% | +1.9% |
| 7D | +0.6% | +1.7% | -1.1% | +1.8% |
| 30D | +16.3% | +3.4% | +12.9% | +19.0% |
| 3M | -2.7% | -1.7% | -1.0% | -4.1% |
| 6M | -13.2% | +6.4% | -19.6% | -9.7% |
| YTD | -16.7% | +16.3% | -33.0% | -8.0% |
| 1Y | -22.7% | +22.9% | -45.6% | -11.2% |
| 3Y | -26.1% | +92.8% | -118.9% | +18.5% |
| 5Y | -88.4% | +93.5% | -181.9% | -81.6% |
| 10Y | -81.8% | +162.1% | -244.0% | -55.8% |
| All | -68.9% | +327.8% | -396.8% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling