+0.8%
TFC vs EME
+410.0%
-409.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +2.3% | +8.4% | -6.1% | 0.0% |
| 30D | +10.8% | -11.5% | +22.3% | +14.0% |
| 3M | -3.8% | -20.6% | +16.9% | +1.8% |
| 6M | +9.6% | -28.5% | +38.1% | +18.9% |
| YTD | +5.8% | +8.0% | -2.2% | -1.4% |
| 1Y | +16.2% | +6.8% | +9.4% | +8.5% |
| 3Y | +96.0% | +213.9% | -117.9% | -3.9% |
| All | +0.8% | +410.0% | -409.3% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling