+1,552.3%
TFC vs EME
+61,143.6%
-59,591.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.5% |
| 7D | +2.4% | +1.9% | +0.5% | +1.7% |
| 30D | -1.3% | -8.3% | +7.0% | +1.6% |
| 3M | +6.1% | -10.7% | +16.8% | +8.5% |
| 6M | +7.3% | +1.9% | +5.4% | +4.2% |
| YTD | +8.2% | +23.5% | -15.3% | -2.7% |
| 1Y | +14.4% | +18.0% | -3.5% | +2.9% |
| 3Y | +93.7% | +236.1% | -142.4% | +13.5% |
| 5Y | +16.4% | +527.9% | -511.5% | -46.3% |
| 10Y | +101.6% | +1,252.8% | -1,151.2% | -29.0% |
| All | +1,552.3% | +61,143.6% | -59,591.2% | +261.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling