+830.6%
EEM vs TDY
+4,578.4%
-3,747.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -0.7% | -1.9% | +1.2% | +0.2% |
| 30D | +2.4% | -12.5% | +14.9% | +9.3% |
| 3M | +4.2% | -0.8% | +5.0% | +4.5% |
| 6M | +14.8% | -9.0% | +23.7% | +20.0% |
| YTD | +23.1% | +16.8% | +6.3% | +13.4% |
| 1Y | +32.5% | +9.5% | +23.1% | +25.5% |
| 3Y | +85.9% | +45.4% | +40.5% | +49.4% |
| 5Y | +43.6% | +37.8% | +5.7% | +15.5% |
| 10Y | +127.2% | +470.2% | -343.0% | -22.0% |
| All | +830.6% | +4,578.4% | -3,747.8% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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