+15.0%
EEM vs TLN
-17.6%
+32.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.5% | +9.4% | +2.7% |
| 7D | -3.0% | -6.0% | +3.0% | -1.9% |
| 30D | -10.3% | -1.5% | -8.8% | -10.5% |
| 3M | -6.6% | -3.9% | -2.7% | -6.6% |
| 6M | -3.4% | -15.0% | +11.7% | -1.2% |
| YTD | +13.2% | -12.8% | +26.0% | +13.5% |
| 1Y | +15.0% | -17.3% | +32.3% | +15.9% |
| All | +15.0% | -17.6% | +32.6% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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