+84.8%
IEMG vs TFC
+91.9%
-7.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +1.6% | -1.3% | +2.9% | +1.9% |
| 30D | +4.6% | -2.3% | +7.0% | +5.1% |
| 3M | +4.8% | +2.5% | +2.4% | +3.9% |
| 6M | +16.8% | +9.5% | +7.3% | +13.8% |
| YTD | +24.8% | +5.1% | +19.8% | +22.5% |
| 1Y | +34.3% | +15.5% | +18.8% | +28.7% |
| All | +84.8% | +91.9% | -7.1% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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