+856.1%
EEM vs TRV
+1,786.9%
-930.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.7% |
| 7D | +3.1% | +0.5% | +2.6% | +2.8% |
| 30D | +4.9% | -4.9% | +9.7% | +7.4% |
| 3M | +5.2% | +23.7% | -18.5% | -7.1% |
| 6M | +20.7% | +20.3% | +0.4% | +7.6% |
| YTD | +26.5% | +27.1% | -0.6% | +9.3% |
| 1Y | +37.8% | +35.3% | +2.5% | +14.6% |
| 3Y | +91.0% | +139.8% | -48.8% | +10.9% |
| 5Y | +47.0% | +153.9% | -106.8% | -20.2% |
| 10Y | +125.6% | +285.9% | -160.3% | -13.8% |
| All | +856.1% | +1,786.9% | -930.8% | +41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling