+2,700.2%
TFC vs EMR
+4,039.8%
-1,339.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.9% |
| 7D | +2.4% | -1.5% | +3.9% | +3.3% |
| 30D | -1.3% | -5.6% | +4.3% | +1.8% |
| 3M | +6.1% | +7.9% | -1.9% | +0.6% |
| 6M | +7.3% | +6.0% | +1.3% | +2.3% |
| YTD | +8.2% | +16.4% | -8.2% | -2.7% |
| 1Y | +14.4% | +16.6% | -2.2% | +2.2% |
| 3Y | +93.7% | +62.9% | +30.9% | +41.2% |
| 5Y | +16.4% | +60.1% | -43.7% | -14.9% |
| 10Y | +101.6% | +268.8% | -167.2% | -5.4% |
| All | +2,700.2% | +4,039.8% | -1,339.7% | +613.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling