+83.6%
EEM vs TRV
+141.6%
-58.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.2% |
| 7D | -0.7% | -1.5% | +0.8% | -0.7% |
| 30D | +2.4% | -1.8% | +4.2% | +2.4% |
| 3M | +4.2% | +21.6% | -17.4% | +3.3% |
| 6M | +14.8% | +22.5% | -7.7% | +13.8% |
| YTD | +23.1% | +28.1% | -5.0% | +21.5% |
| 1Y | +32.5% | +37.0% | -4.5% | +30.0% |
| All | +83.6% | +141.6% | -58.0% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 3y: compounded portfolio wealth divided by compounded TRV 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…
3y analysis · Full analysis span regression · 6 months rolling