+83.4%
EEM vs TLN
+571.8%
-488.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.4% | -1.8% |
| 7D | -0.7% | +2.0% | -2.7% | -1.0% |
| 30D | +2.4% | -12.9% | +15.3% | +4.4% |
| 3M | +4.2% | -7.4% | +11.6% | +5.2% |
| 6M | +14.8% | -6.0% | +20.8% | +15.5% |
| YTD | +23.1% | -16.9% | +40.0% | +25.1% |
| 1Y | +32.5% | -22.6% | +55.2% | +35.5% |
| 3Y | +85.9% | +469.0% | -383.1% | +44.9% |
| All | +83.4% | +571.8% | -488.4% | +41.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling