+47.0%
EEM vs TMF
-87.6%
+134.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +3.1% | +1.0% | +2.1% | +3.0% |
| 30D | +4.9% | -1.8% | +6.7% | +4.9% |
| 3M | +5.2% | -8.2% | +13.5% | +5.6% |
| 6M | +20.7% | -19.5% | +40.2% | +21.6% |
| YTD | +26.5% | -16.0% | +42.4% | +27.3% |
| 1Y | +37.8% | -22.5% | +60.3% | +39.0% |
| 3Y | +91.0% | -42.3% | +133.2% | +92.5% |
| 5Y | +47.0% | -87.7% | +134.7% | +40.9% |
| All | +47.0% | -87.6% | +134.7% | +40.9% |
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