+854.3%
EEM vs TFC
+292.1%
+562.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +2.3% | +2.4% | -0.1% | +1.3% |
| 30D | +4.5% | -1.3% | +5.8% | +5.0% |
| 3M | -0.1% | +6.1% | -6.1% | -2.9% |
| 6M | +16.9% | +7.3% | +9.6% | +12.8% |
| YTD | +26.2% | +8.2% | +18.0% | +21.1% |
| 1Y | +40.5% | +14.4% | +26.1% | +31.3% |
| 3Y | +86.2% | +93.7% | -7.5% | +35.7% |
| 5Y | +45.5% | +16.4% | +29.1% | +25.0% |
| 10Y | +128.6% | +101.6% | +27.1% | +36.1% |
| All | +854.3% | +292.1% | +562.2% | +271.4% |
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