+407.7%
EEM vs TNA
+944.8%
-537.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.5% |
| 7D | +2.0% | -3.6% | +5.6% | +2.9% |
| 30D | +5.1% | -10.1% | +15.1% | +7.8% |
| 3M | +4.6% | +2.7% | +1.9% | +3.7% |
| 6M | +17.8% | +38.4% | -20.6% | +7.7% |
| YTD | +25.8% | +45.4% | -19.6% | +13.0% |
| 1Y | +36.4% | +55.9% | -19.6% | +18.9% |
| 3Y | +90.0% | +109.8% | -19.8% | +37.9% |
| 5Y | +46.6% | -22.5% | +69.1% | +22.9% |
| 10Y | +132.3% | +87.5% | +44.7% | +11.0% |
| All | +407.7% | +944.8% | -537.1% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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