+248.9%
EEM vs TMF
-68.9%
+317.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.9% |
| 7D | +2.3% | -1.4% | +3.8% | +2.1% |
| 30D | +4.5% | -2.8% | +7.4% | +4.2% |
| 3M | -0.1% | -10.9% | +10.8% | -1.4% |
| 6M | +16.9% | -21.3% | +38.3% | +13.6% |
| YTD | +26.2% | -15.9% | +42.1% | +23.7% |
| 1Y | +40.5% | -15.7% | +56.3% | +37.9% |
| 3Y | +86.2% | -43.4% | +129.5% | +76.6% |
| 5Y | +45.5% | -87.8% | +133.2% | +10.3% |
| 10Y | +128.6% | -86.7% | +215.4% | +90.1% |
| All | +248.9% | -68.9% | +317.8% | +338.6% |
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 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