+644.3%
EMR vs TMF
-68.9%
+713.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.8% |
| 7D | -1.5% | -1.4% | -0.1% | -1.8% |
| 30D | -5.6% | -2.8% | -2.8% | -6.0% |
| 3M | +7.9% | -10.9% | +18.8% | +5.9% |
| 6M | +6.0% | -21.3% | +27.3% | +1.8% |
| YTD | +16.4% | -15.9% | +32.3% | +13.2% |
| 1Y | +16.6% | -15.7% | +32.4% | +13.6% |
| 3Y | +62.9% | -43.4% | +106.2% | +51.6% |
| 5Y | +60.1% | -87.8% | +147.9% | +11.9% |
| 10Y | +268.8% | -86.7% | +355.5% | +194.5% |
| All | +644.3% | -68.9% | +713.2% | +774.2% |
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