+854.3%
EEM vs TPR
+1,932.3%
-1,078.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.3% | -2.3% | +4.6% | +3.1% |
| 30D | +4.5% | -23.0% | +27.5% | +12.8% |
| 3M | -0.1% | -12.5% | +12.4% | +3.1% |
| 6M | +16.9% | -21.4% | +38.4% | +24.4% |
| YTD | +26.2% | -3.5% | +29.7% | +25.0% |
| 1Y | +40.5% | +17.4% | +23.2% | +29.4% |
| 3Y | +86.2% | +291.3% | -205.1% | +8.4% |
| 5Y | +45.5% | +241.9% | -196.5% | -15.8% |
| 10Y | +128.6% | +322.7% | -194.0% | +0.9% |
| All | +854.3% | +1,932.3% | -1,078.0% | +107.2% |
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