+2,624.8%
TFC vs EMR
+4,438.6%
-1,813.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.5% |
| 7D | +1.7% | +0.7% | +1.0% | +1.3% |
| 30D | +9.0% | +3.5% | +5.5% | +6.7% |
| 3M | -2.1% | +5.9% | -8.0% | -5.7% |
| 6M | +3.4% | +19.4% | -16.1% | -7.7% |
| YTD | +5.3% | +27.7% | -22.4% | -10.4% |
| 1Y | +16.2% | +30.9% | -14.7% | -2.8% |
| 3Y | +94.8% | +104.2% | -9.4% | +24.7% |
| 5Y | -0.7% | +89.6% | -90.3% | -33.9% |
| 10Y | +80.9% | +280.0% | -199.1% | -17.0% |
| All | +2,624.8% | +4,438.6% | -1,813.8% | +557.2% |
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