+32.5%
EEM vs TEM
-28.1%
+60.7%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +2.0% | -1.6% |
| 7D | -0.7% | -9.2% | +8.5% | +0.6% |
| 30D | +2.4% | +5.5% | -3.1% | +1.2% |
| 3M | +4.2% | +18.7% | -14.6% | +0.4% |
| 6M | +14.8% | +15.4% | -0.6% | +10.3% |
| YTD | +23.1% | -0.5% | +23.6% | +19.7% |
| 1Y | +32.5% | -24.8% | +57.4% | +33.4% |
| All | +32.5% | -28.1% | +60.7% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling