+125.6%
EEM vs TMF
-86.8%
+212.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +3.1% | +1.0% | +2.1% | +3.1% |
| 30D | +4.9% | -1.8% | +6.7% | +4.8% |
| 3M | +5.2% | -8.2% | +13.5% | +5.0% |
| 6M | +20.7% | -19.5% | +40.2% | +19.8% |
| YTD | +26.5% | -16.0% | +42.4% | +25.7% |
| 1Y | +37.8% | -22.5% | +60.3% | +36.7% |
| 3Y | +91.0% | -42.3% | +133.2% | +87.6% |
| 5Y | +47.0% | -87.7% | +134.7% | +26.4% |
| 10Y | +125.6% | -86.5% | +212.1% | +115.7% |
| All | +125.6% | -86.8% | +212.4% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling