-0.7%
TFC vs EMR
+89.8%
-90.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.5% |
| 7D | +1.7% | +0.7% | +1.0% | +1.2% |
| 30D | +9.0% | +3.5% | +5.5% | +6.6% |
| 3M | -2.1% | +5.9% | -8.0% | -5.8% |
| 6M | +3.4% | +19.4% | -16.1% | -8.3% |
| YTD | +5.3% | +27.7% | -22.4% | -11.8% |
| 1Y | +16.2% | +30.9% | -14.7% | -4.6% |
| 3Y | +94.8% | +104.2% | -9.4% | +14.0% |
| 5Y | -0.7% | +89.6% | -90.3% | -39.4% |
| All | -0.7% | +89.8% | -90.5% | -39.4% |
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