+223.1%
TFC vs EMB
+127.1%
+96.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.3% |
| 7D | +1.7% | +0.5% | +1.2% | +1.3% |
| 30D | +9.0% | +0.9% | +8.1% | +8.3% |
| 3M | -2.1% | -2.1% | 0.0% | -0.4% |
| 6M | +3.4% | -2.2% | +5.6% | +5.3% |
| YTD | +5.3% | -0.6% | +5.9% | +6.0% |
| 1Y | +16.2% | +0.2% | +15.9% | +16.1% |
| 3Y | +94.8% | +29.5% | +65.3% | +60.7% |
| 5Y | -0.7% | +8.0% | -8.7% | -6.9% |
| 10Y | +80.9% | +35.3% | +45.5% | +52.5% |
| All | +223.1% | +127.1% | +96.0% | +98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling