+28.7%
EMB vs TMF
-84.4%
+113.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.1% | +1.2% | -1.3% | -0.2% |
| 30D | +1.3% | +19.7% | -18.4% | -0.4% |
| 3M | -2.2% | -2.1% | -0.1% | -2.1% |
| 6M | -2.3% | -13.4% | +11.1% | -1.2% |
| YTD | -0.6% | -16.7% | +16.1% | +0.8% |
| 1Y | +0.5% | -23.3% | +23.8% | +2.6% |
| 3Y | +29.4% | -24.8% | +54.2% | +30.9% |
| 5Y | +6.5% | -88.0% | +94.5% | +17.7% |
| All | +28.7% | -84.4% | +113.1% | +36.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling