+69.8%
EEM vs TEM
+53.2%
+16.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.7% | +4.2% | -0.2% |
| 7D | +2.0% | -1.1% | +3.0% | +2.0% |
| 30D | +5.1% | +11.3% | -6.2% | +4.1% |
| 3M | +4.6% | +25.5% | -20.9% | +2.6% |
| 6M | +17.8% | +17.1% | +0.6% | +15.6% |
| YTD | +25.8% | +3.8% | +22.0% | +24.1% |
| 1Y | +36.4% | -24.4% | +60.8% | +36.3% |
| All | +69.8% | +53.2% | +16.6% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling