+37.8%
EEM vs TMF
-21.2%
+59.0%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +3.1% | +1.0% | +2.1% | +2.8% |
| 30D | +4.9% | -1.8% | +6.7% | +5.3% |
| 3M | +5.2% | -8.2% | +13.5% | +7.3% |
| 6M | +20.7% | -19.5% | +40.2% | +24.6% |
| YTD | +26.5% | -16.0% | +42.4% | +30.8% |
| 1Y | +37.8% | -22.5% | +60.3% | +43.0% |
| All | +37.8% | -21.2% | +59.0% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling