+70.7%
EEM vs TMF
-32.2%
+102.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | +2.7% | -9.3% | +11.9% | +3.5% |
| 30D | -5.4% | +1.9% | -7.3% | -5.6% |
| 3M | -8.6% | -11.2% | +2.6% | -7.8% |
| 6M | -8.9% | -17.7% | +8.8% | -7.5% |
| YTD | +11.9% | -24.5% | +36.4% | +14.2% |
| 1Y | +13.1% | -29.4% | +42.5% | +15.7% |
| 3Y | +70.7% | -33.4% | +104.1% | +74.3% |
| All | +70.7% | -32.2% | +102.9% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling