+556.6%
EME vs TMF
-87.6%
+644.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +5.2% | +1.0% | +4.2% | +5.1% |
| 30D | -5.4% | -1.8% | -3.5% | -5.3% |
| 3M | -6.1% | -8.2% | +2.1% | -6.0% |
| 6M | +9.7% | -19.5% | +29.2% | +9.9% |
| YTD | +26.6% | -16.0% | +42.5% | +26.8% |
| 1Y | +24.6% | -22.5% | +47.1% | +24.9% |
| 3Y | +249.6% | -42.3% | +291.9% | +248.3% |
| 5Y | +556.6% | -87.7% | +644.2% | +487.4% |
| All | +556.6% | -87.6% | +644.2% | +487.4% |
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