+125.7%
EEM vs TAP
-50.5%
+176.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -0.7% | -5.3% | +4.6% | +0.3% |
| 30D | +2.4% | -7.4% | +9.8% | +3.8% |
| 3M | +4.2% | -4.9% | +9.1% | +4.7% |
| 6M | +14.8% | -14.2% | +29.0% | +17.7% |
| YTD | +23.1% | -14.8% | +37.9% | +26.1% |
| 1Y | +32.5% | -18.1% | +50.6% | +36.6% |
| 3Y | +85.9% | -32.7% | +118.6% | +98.1% |
| 5Y | +43.6% | -0.5% | +44.0% | +35.9% |
| All | +125.7% | -50.5% | +176.2% | +151.0% |
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