+103.2%
EMR vs TMF
-31.3%
+134.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.4% | +0.2% |
| 7D | +2.7% | -8.2% | +10.8% | +3.1% |
| 30D | +2.1% | +5.3% | -3.3% | +1.8% |
| 3M | +2.3% | -8.5% | +10.7% | +2.7% |
| 6M | +22.5% | -17.2% | +39.7% | +23.6% |
| YTD | +27.2% | -23.4% | +50.6% | +28.6% |
| 1Y | +28.0% | -30.2% | +58.3% | +29.5% |
| All | +103.2% | -31.3% | +134.5% | +102.6% |
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