+761.8%
EEM vs TFC
+281.5%
+480.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +0.7% | -1.2% | +1.9% | +1.2% |
| 30D | -6.2% | +7.8% | -14.0% | -9.1% |
| 3M | -5.2% | -3.0% | -2.2% | -4.3% |
| 6M | -8.1% | +5.8% | -14.0% | -11.0% |
| YTD | +14.0% | +5.3% | +8.7% | +10.3% |
| 1Y | +13.8% | +15.7% | -1.8% | +6.0% |
| 3Y | +73.7% | +94.8% | -21.1% | +26.6% |
| 5Y | +34.6% | 0.0% | +34.5% | +23.4% |
| 10Y | +123.6% | +79.0% | +44.6% | +40.6% |
| All | +761.8% | +281.5% | +480.2% | +238.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling