+29.8%
EEM vs TMF
-88.0%
+117.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -2.8% | +1.2% | -4.0% | -2.9% |
| 30D | -11.9% | +19.7% | -31.7% | -12.7% |
| 3M | -8.8% | -2.1% | -6.7% | -8.7% |
| 6M | -11.6% | -13.4% | +1.8% | -11.1% |
| YTD | +9.0% | -16.7% | +25.7% | +9.8% |
| 1Y | +10.6% | -23.3% | +33.9% | +11.7% |
| 3Y | +64.4% | -24.8% | +89.2% | +65.3% |
| All | +29.8% | -88.0% | +117.8% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling