+830.6%
EEM vs TKO
+5,599.6%
-4,768.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +2.4% | -2.6% | +5.0% | +2.9% |
| 3M | +4.2% | -7.8% | +11.9% | +5.7% |
| 6M | +14.8% | -7.0% | +21.8% | +16.0% |
| YTD | +23.1% | -8.5% | +31.6% | +24.5% |
| 1Y | +32.5% | -1.3% | +33.8% | +31.2% |
| 3Y | +85.9% | +105.0% | -19.1% | +50.2% |
| 5Y | +43.6% | +292.9% | -249.3% | -3.9% |
| 10Y | +127.2% | +979.3% | -852.1% | +3.1% |
| All | +830.6% | +5,599.6% | -4,768.9% | +102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling