+15.6%
TFC vs EMR
+62.8%
-47.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | +2.2% | +3.1% | -0.8% | +0.5% |
| 30D | -2.5% | -3.5% | +1.1% | -0.6% |
| 3M | +4.5% | +9.8% | -5.2% | -2.1% |
| 6M | +11.0% | +10.8% | +0.2% | +2.6% |
| YTD | +5.9% | +15.9% | -10.0% | -5.7% |
| 1Y | +14.6% | +16.4% | -1.9% | +1.0% |
| 3Y | +96.7% | +62.1% | +34.6% | +36.3% |
| 5Y | +15.6% | +62.9% | -47.3% | -22.7% |
| All | +15.6% | +62.8% | -47.2% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling