+29.6%
EMB vs TMF
-32.2%
+61.8%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | 0.0% |
| 7D | -0.9% | -9.3% | +8.4% | +0.4% |
| 30D | +0.4% | +1.9% | -1.6% | 0.0% |
| 3M | -3.1% | -11.2% | +8.1% | -1.7% |
| 6M | -2.1% | -17.7% | +15.7% | +0.3% |
| YTD | -1.1% | -24.5% | +23.4% | +2.3% |
| 1Y | -0.1% | -29.4% | +29.4% | +4.2% |
| 3Y | +29.6% | -33.4% | +63.0% | +31.6% |
| All | +29.6% | -32.2% | +61.8% | +31.6% |
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 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