+85.9%
EEM vs TKO
+102.7%
-16.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -1.3% | +2.3% | -3.6% | -1.5% |
| 30D | +2.1% | -2.5% | +4.6% | +2.3% |
| 3M | +1.0% | -10.6% | +11.6% | +2.3% |
| 6M | +15.9% | -5.1% | +21.0% | +16.2% |
| YTD | +24.6% | -8.2% | +32.9% | +25.4% |
| 1Y | +32.3% | -4.4% | +36.7% | +32.1% |
| 3Y | +85.9% | +100.4% | -14.5% | +66.3% |
| All | +85.9% | +102.7% | -16.8% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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