+95.6%
TFC vs EME
+1,362.1%
-1,266.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -1.9% |
| 7D | -2.4% | +3.5% | -5.9% | -4.1% |
| 30D | -3.4% | -6.3% | +3.0% | -0.7% |
| 3M | +0.4% | -3.8% | +4.2% | -0.1% |
| 6M | +12.7% | +8.5% | +4.2% | +4.5% |
| YTD | +5.6% | +27.8% | -22.2% | -10.9% |
| 1Y | +16.0% | +22.2% | -6.2% | -2.7% |
| 3Y | +94.0% | +253.5% | -159.5% | -20.9% |
| 5Y | +16.2% | +578.6% | -562.5% | -69.7% |
| All | +95.6% | +1,362.1% | -1,266.6% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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