+97.2%
TFC vs EMB
+29.7%
+67.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.5% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -2.3% | -0.3% | -2.1% | -2.0% |
| 3M | +2.5% | -0.3% | +2.8% | +2.8% |
| 6M | +9.5% | +0.7% | +8.7% | +8.5% |
| YTD | +5.1% | +1.3% | +3.8% | +3.5% |
| 1Y | +15.5% | +4.7% | +10.8% | +9.1% |
| 3Y | +95.2% | +30.1% | +65.1% | +42.2% |
| 5Y | +14.5% | +6.9% | +7.6% | +7.0% |
| 10Y | +97.2% | +30.7% | +66.5% | +68.7% |
| All | +97.2% | +29.7% | +67.5% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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