+121.1%
EEM vs TAP
-46.0%
+167.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.9% |
| 7D | +2.7% | +1.3% | +1.4% | +2.4% |
| 30D | -5.4% | +5.7% | -11.1% | -6.6% |
| 3M | -8.6% | -1.9% | -6.7% | -8.7% |
| 6M | -8.9% | +0.9% | -9.8% | -9.8% |
| YTD | +11.9% | -9.5% | +21.4% | +12.9% |
| 1Y | +13.1% | -9.0% | +22.0% | +13.8% |
| 3Y | +70.7% | -22.2% | +92.9% | +75.5% |
| 5Y | +31.8% | +1.2% | +30.5% | +24.7% |
| All | +121.1% | -46.0% | +167.1% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling