+741.3%
EEM vs TAP
+180.2%
+561.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -0.9% | -4.5% | +3.6% | +0.7% |
| 30D | -9.3% | +7.5% | -16.8% | -12.1% |
| 3M | -7.1% | -4.9% | -2.2% | -6.2% |
| 6M | -10.4% | -3.5% | -6.9% | -10.8% |
| YTD | +11.3% | -11.4% | +22.7% | +13.5% |
| 1Y | +11.3% | -10.8% | +22.0% | +12.9% |
| 3Y | +69.6% | -24.5% | +94.1% | +78.6% |
| 5Y | +33.6% | +2.5% | +31.2% | +20.1% |
| 10Y | +114.1% | -47.6% | +161.7% | +140.3% |
| All | +741.3% | +180.2% | +561.2% | +322.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling