+281.7%
EMR vs TMF
-81.8%
+363.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -1.6% |
| 7D | +0.7% | -1.1% | +1.7% | +0.6% |
| 30D | +3.5% | +11.8% | -8.3% | +5.0% |
| 3M | +5.9% | -4.0% | +10.0% | +5.5% |
| 6M | +19.4% | -16.5% | +36.0% | +17.0% |
| YTD | +27.7% | -19.9% | +47.6% | +24.4% |
| 1Y | +30.9% | -25.6% | +56.5% | +26.4% |
| 3Y | +104.2% | -29.9% | +134.1% | +99.8% |
| 5Y | +89.6% | -88.2% | +177.9% | +31.4% |
| All | +281.7% | -81.8% | +363.5% | +222.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling