+2,624.8%
TFC vs EMR
+4,425.6%
-1,800.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -1.2% | -2.0% | +0.8% | -0.2% |
| 30D | +7.8% | +2.8% | +4.9% | +5.9% |
| 3M | -3.0% | +2.0% | -4.9% | -4.4% |
| 6M | +5.8% | +20.7% | -14.9% | -6.1% |
| YTD | +5.3% | +27.3% | -22.0% | -10.3% |
| 1Y | +15.7% | +31.0% | -15.3% | -3.2% |
| 3Y | +94.8% | +103.6% | -8.8% | +24.9% |
| 5Y | 0.0% | +88.6% | -88.5% | -33.3% |
| 10Y | +79.0% | +280.6% | -201.6% | -17.9% |
| All | +2,624.8% | +4,425.6% | -1,800.8% | +558.2% |
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