+4,416.9%
EME vs TMF
-70.4%
+4,487.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +3.5% | -5.1% | +8.6% | +2.6% |
| 30D | -6.3% | -4.6% | -1.7% | -7.0% |
| 3M | -3.8% | -16.6% | +12.8% | -6.4% |
| 6M | +8.5% | -19.9% | +28.4% | +4.8% |
| YTD | +27.8% | -20.2% | +48.0% | +23.5% |
| 1Y | +22.2% | -27.7% | +49.9% | +16.3% |
| 3Y | +253.5% | -43.9% | +297.4% | +230.0% |
| 5Y | +578.6% | -88.4% | +667.0% | +371.7% |
| 10Y | +1,355.6% | -86.5% | +1,442.1% | +1,085.3% |
| All | +4,416.9% | -70.4% | +4,487.4% | +5,184.0% |
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 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