+724.1%
EEM vs TPR
+2,109.6%
-1,385.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.5% |
| 7D | -2.8% | +14.2% | -17.0% | -7.2% |
| 30D | -11.9% | +17.1% | -29.0% | -16.8% |
| 3M | -8.8% | -17.7% | +9.0% | -4.2% |
| 6M | -11.6% | -10.2% | -1.5% | -10.5% |
| YTD | +9.0% | +4.9% | +4.1% | +4.3% |
| 1Y | +10.6% | +36.1% | -25.6% | -3.2% |
| 3Y | +64.4% | +416.5% | -352.1% | -13.3% |
| 5Y | +31.0% | +254.8% | -223.7% | -25.2% |
| 10Y | +105.6% | +391.7% | -286.2% | -14.7% |
| All | +724.1% | +2,109.6% | -1,385.5% | +73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling