+690.7%
EMR vs TMF
-69.2%
+759.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.6% | +1.2% | -2.8% | -1.4% |
| 30D | +2.0% | +19.7% | -17.8% | +5.1% |
| 3M | +3.8% | -2.1% | +5.9% | +3.6% |
| 6M | +10.5% | -13.4% | +24.0% | +8.0% |
| YTD | +23.7% | -16.7% | +40.4% | +20.2% |
| 1Y | +25.4% | -23.3% | +48.8% | +20.1% |
| 3Y | +86.6% | -24.8% | +111.4% | +83.0% |
| 5Y | +83.0% | -88.0% | +171.1% | +27.1% |
| 10Y | +319.5% | -84.7% | +404.2% | +245.9% |
| All | +690.7% | -69.2% | +759.9% | +828.4% |
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 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