+851.2%
EEM vs TRI
+568.5%
+282.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | +0.4% |
| 7D | +2.0% | -8.4% | +10.4% | +6.2% |
| 30D | +5.1% | -6.5% | +11.5% | +7.7% |
| 3M | +4.6% | +18.6% | -14.0% | -8.7% |
| 6M | +17.8% | -10.4% | +28.2% | +17.0% |
| YTD | +25.8% | -23.7% | +49.5% | +33.6% |
| 1Y | +36.4% | -42.5% | +78.9% | +71.3% |
| 3Y | +90.0% | -19.3% | +109.3% | +84.6% |
| 5Y | +46.6% | -9.7% | +56.2% | +28.7% |
| 10Y | +132.3% | +194.4% | -62.2% | -16.1% |
| All | +851.2% | +568.5% | +282.7% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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