+91.0%
EEM vs TFC
+98.6%
-7.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.7% |
| 7D | +3.1% | +2.2% | +0.8% | +2.6% |
| 30D | +4.9% | -2.5% | +7.3% | +5.4% |
| 3M | +5.2% | +4.5% | +0.7% | +3.8% |
| 6M | +20.7% | +11.0% | +9.7% | +17.1% |
| YTD | +26.5% | +5.9% | +20.6% | +23.8% |
| 1Y | +37.8% | +14.6% | +23.3% | +32.2% |
| 3Y | +91.0% | +96.7% | -5.8% | +55.6% |
| All | +91.0% | +98.6% | -7.6% | +55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling