+141.4%
EMB vs TMF
-68.9%
+210.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | 0.0% | -1.4% | +1.4% | +0.1% |
| 30D | -0.3% | -2.8% | +2.5% | -0.2% |
| 3M | -0.4% | -10.9% | +10.5% | +0.1% |
| 6M | +0.1% | -21.3% | +21.4% | +1.1% |
| YTD | +1.6% | -15.9% | +17.5% | +2.3% |
| 1Y | +5.6% | -15.7% | +21.4% | +6.3% |
| 3Y | +29.8% | -43.4% | +73.2% | +31.8% |
| 5Y | +7.3% | -87.8% | +95.0% | +11.1% |
| 10Y | +30.4% | -86.7% | +117.2% | +34.3% |
| All | +141.4% | -68.9% | +210.3% | +150.1% |
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