+842.3%
EEM vs TMO
+3,402.8%
-2,560.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.7% |
| 7D | -1.3% | -0.6% | -0.6% | -0.9% |
| 30D | +2.1% | +1.1% | +0.9% | +1.3% |
| 3M | +1.0% | +28.3% | -27.3% | -12.4% |
| 6M | +15.9% | +23.3% | -7.3% | +1.7% |
| YTD | +24.6% | +5.5% | +19.2% | +18.5% |
| 1Y | +32.3% | +24.5% | +7.7% | +14.0% |
| 3Y | +85.9% | +19.6% | +66.3% | +57.5% |
| 5Y | +45.4% | +8.1% | +37.2% | +24.9% |
| 10Y | +130.1% | +336.7% | -206.6% | -26.0% |
| All | +842.3% | +3,402.8% | -2,560.5% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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