+16.4%
TFC vs EMR
+16.5%
-0.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | +2.2% | +3.1% | -0.8% | +1.2% |
| 30D | -2.5% | -3.5% | +1.1% | -1.4% |
| 3M | +4.5% | +9.8% | -5.2% | +0.5% |
| 6M | +11.0% | +10.8% | +0.2% | +5.9% |
| YTD | +5.9% | +15.9% | -10.0% | -0.2% |
| All | +16.4% | +16.5% | -0.1% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling