+135.0%
EMB vs TMF
-69.2%
+204.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | -2.7% | -2.1% | -0.6% | -2.7% |
| 6M | -2.8% | -13.4% | +10.6% | -2.3% |
| YTD | -1.1% | -16.7% | +15.6% | -0.4% |
| 1Y | 0.0% | -23.3% | +23.3% | +1.0% |
| 3Y | +28.8% | -24.8% | +53.6% | +29.7% |
| 5Y | +6.0% | -88.0% | +94.0% | +9.8% |
| 10Y | +29.1% | -84.7% | +113.8% | +33.1% |
| All | +135.0% | -69.2% | +204.2% | +143.5% |
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