+12.2%
EEM vs TMF
-29.9%
+42.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +3.0% | -0.4% |
| 7D | +5.3% | -8.2% | +13.5% | +7.4% |
| 30D | -7.0% | +5.3% | -12.3% | -8.8% |
| 3M | -8.0% | -8.5% | +0.5% | -5.7% |
| 6M | -6.6% | -17.2% | +10.6% | -1.1% |
| YTD | +12.3% | -23.4% | +35.7% | +21.2% |
| 1Y | +12.2% | -30.2% | +42.4% | +22.2% |
| All | +12.2% | -29.9% | +42.0% | +22.2% |
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