+137.0%
EEM vs TEL
+707.4%
-570.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.4% |
| 7D | +2.0% | +1.2% | +0.8% | +1.2% |
| 30D | +5.1% | -4.1% | +9.2% | +7.3% |
| 3M | +4.6% | -2.6% | +7.2% | +5.6% |
| 6M | +17.8% | 0.0% | +17.8% | +15.9% |
| YTD | +25.8% | -9.1% | +34.9% | +29.7% |
| 1Y | +36.4% | -0.8% | +37.2% | +32.9% |
| 3Y | +90.0% | +67.4% | +22.6% | +31.6% |
| 5Y | +46.6% | +51.8% | -5.2% | +4.1% |
| 10Y | +132.3% | +299.4% | -167.2% | -17.0% |
| All | +137.0% | +707.4% | -570.3% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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