+32.5%
EEM vs TFC
+16.0%
+16.5%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.2% |
| 7D | -0.7% | -2.5% | +1.8% | -0.4% |
| 30D | +2.4% | -2.8% | +5.2% | +2.7% |
| 3M | +4.2% | +2.1% | +2.0% | +3.3% |
| 6M | +14.8% | +10.1% | +4.7% | +11.0% |
| YTD | +23.1% | +5.4% | +17.7% | +19.6% |
| 1Y | +32.5% | +16.3% | +16.2% | +26.7% |
| All | +32.5% | +16.0% | +16.5% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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