+17.3%
TFC vs EMB
+7.4%
+9.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | -1.3% | -0.3% | -1.0% | -1.0% |
| 3M | +6.1% | -0.4% | +6.5% | +6.6% |
| 6M | +7.3% | +0.1% | +7.2% | +7.3% |
| YTD | +8.2% | +1.6% | +6.6% | +6.3% |
| 1Y | +14.4% | +5.6% | +8.8% | +7.5% |
| 3Y | +93.7% | +29.8% | +63.9% | +46.5% |
| All | +17.3% | +7.4% | +9.9% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling