+241.3%
EME vs TMF
-41.6%
+282.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.7% |
| 7D | +1.9% | -1.4% | +3.3% | +1.9% |
| 30D | -8.3% | -2.8% | -5.4% | -8.2% |
| 3M | -10.7% | -10.9% | +0.2% | -10.4% |
| 6M | +1.9% | -21.3% | +23.2% | +2.5% |
| YTD | +23.5% | -15.9% | +39.3% | +24.0% |
| 1Y | +18.0% | -15.7% | +33.7% | +18.4% |
| All | +241.3% | -41.6% | +282.9% | +241.0% |
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