+70.8%
EEM vs TE
-52.9%
+123.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | -1.3% | +0.2% | -1.5% | -1.3% |
| 30D | +2.1% | -5.9% | +8.0% | +2.3% |
| 3M | +1.0% | -45.6% | +46.6% | +4.4% |
| 6M | +15.9% | -43.4% | +59.3% | +18.1% |
| YTD | +24.6% | -31.0% | +55.6% | +24.6% |
| 1Y | +32.3% | +145.2% | -112.9% | +19.5% |
| 3Y | +85.9% | -24.1% | +110.0% | +74.5% |
| 5Y | +45.4% | -48.1% | +93.5% | +36.3% |
| All | +70.8% | -52.9% | +123.7% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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