+232.0%
TFC vs EMB
+132.1%
+99.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.1% |
| 3M | +6.1% | -0.4% | +6.5% | +6.4% |
| 6M | +7.3% | +0.1% | +7.2% | +7.3% |
| YTD | +8.2% | +1.6% | +6.6% | +7.0% |
| 1Y | +14.4% | +5.6% | +8.8% | +9.7% |
| 3Y | +93.7% | +29.8% | +63.9% | +59.4% |
| 5Y | +16.4% | +7.3% | +9.1% | +9.3% |
| 10Y | +101.6% | +30.4% | +71.1% | +70.8% |
| All | +232.0% | +132.1% | +99.9% | +99.9% |
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