+401.9%
EME vs TMF
-88.9%
+490.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.7% | -1.1% |
| 7D | -8.8% | -1.1% | -7.7% | -8.8% |
| 30D | -18.2% | +11.8% | -30.0% | -18.3% |
| 3M | -20.2% | -4.0% | -16.2% | -20.2% |
| 6M | -29.9% | -16.5% | -13.4% | -29.7% |
| YTD | +5.7% | -19.9% | +25.6% | +6.0% |
| 1Y | -1.5% | -25.6% | +24.1% | -1.1% |
| 3Y | +208.4% | -29.9% | +238.3% | +207.8% |
| 5Y | +401.9% | -88.2% | +490.1% | +336.4% |
| All | +401.9% | -88.9% | +490.8% | +336.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling