+125.6%
EEM vs TPR
+305.2%
-179.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +1.0% |
| 7D | +3.1% | -3.4% | +6.5% | +3.8% |
| 30D | +4.9% | -27.3% | +32.2% | +11.8% |
| 3M | +5.2% | -16.2% | +21.5% | +8.5% |
| 6M | +20.7% | -17.9% | +38.6% | +24.7% |
| YTD | +26.5% | -7.1% | +33.6% | +26.8% |
| 1Y | +37.8% | +13.6% | +24.2% | +31.6% |
| 3Y | +91.0% | +293.7% | -202.8% | +33.2% |
| 5Y | +47.0% | +239.1% | -192.1% | +3.0% |
| 10Y | +125.6% | +311.2% | -185.6% | +34.7% |
| All | +125.6% | +305.2% | -179.7% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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