+97.2%
TFC vs EMR
+266.1%
-168.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | 0.0% |
| 7D | -1.3% | +0.9% | -2.2% | -1.9% |
| 30D | -2.3% | -5.0% | +2.6% | +1.0% |
| 3M | +2.5% | +5.9% | -3.5% | -2.9% |
| 6M | +9.5% | +7.3% | +2.2% | +1.8% |
| YTD | +5.1% | +14.6% | -9.5% | -7.7% |
| 1Y | +15.5% | +15.6% | -0.2% | -0.2% |
| 3Y | +95.2% | +60.2% | +35.0% | +27.9% |
| 5Y | +14.5% | +65.8% | -51.4% | -28.3% |
| 10Y | +97.2% | +277.4% | -180.2% | -31.3% |
| All | +97.2% | +266.1% | -168.9% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded EMR 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling