+46.6%
EEM vs TFC
+14.8%
+31.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +2.0% | -1.3% | +3.3% | +2.3% |
| 30D | +5.1% | -2.3% | +7.4% | +5.6% |
| 3M | +4.6% | +2.5% | +2.1% | +3.6% |
| 6M | +17.8% | +9.5% | +8.3% | +14.7% |
| YTD | +25.8% | +5.1% | +20.8% | +23.5% |
| 1Y | +36.4% | +15.5% | +20.9% | +30.7% |
| 3Y | +90.0% | +95.2% | -5.2% | +57.0% |
| 5Y | +46.6% | +14.5% | +32.1% | +40.0% |
| All | +46.6% | +14.8% | +31.8% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling