+210.0%
EEM vs TMF
-69.2%
+279.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | -0.1% | +0.6% | -0.7% | -0.1% |
| 30D | -8.6% | +16.3% | -25.0% | -6.9% |
| 3M | -7.0% | -2.7% | -4.3% | -7.2% |
| 6M | -9.7% | -13.2% | +3.5% | -11.1% |
| YTD | +12.1% | -16.7% | +28.8% | +9.9% |
| 1Y | +14.1% | -22.7% | +36.8% | +10.8% |
| 3Y | +72.1% | -26.1% | +98.2% | +69.4% |
| 5Y | +34.1% | -88.4% | +122.5% | +0.5% |
| 10Y | +109.6% | -81.8% | +191.4% | +86.7% |
| All | +210.0% | -69.2% | +279.1% | +289.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling