+13.8%
EEM vs TLN
-1.4%
+15.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.9% | -2.4% | +1.3% |
| 7D | +0.7% | +15.9% | -15.2% | -2.6% |
| 30D | -6.2% | -0.3% | -5.9% | -6.5% |
| 3M | -5.2% | +5.8% | -11.0% | -7.2% |
| 6M | -8.1% | -1.2% | -6.9% | -9.2% |
| YTD | +14.0% | +1.0% | +13.0% | +10.5% |
| 1Y | +13.8% | +1.1% | +12.7% | +10.2% |
| All | +13.8% | -1.4% | +15.3% | +10.2% |
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