+28.8%
EMB vs TMF
-25.3%
+54.1%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.1% | +1.2% | -1.3% | -0.3% |
| 30D | +1.3% | +19.7% | -18.4% | -1.2% |
| 3M | -2.7% | -2.1% | -0.6% | -2.6% |
| 6M | -2.8% | -13.4% | +10.6% | -1.2% |
| YTD | -1.1% | -16.7% | +15.6% | +0.9% |
| 1Y | 0.0% | -23.3% | +23.3% | +3.1% |
| 3Y | +28.8% | -24.8% | +53.6% | +28.9% |
| All | +28.8% | -25.3% | +54.1% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling