+114.1%
EEM vs TT
+744.7%
-630.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -0.9% | +0.8% | -1.7% | -1.1% |
| 30D | -9.3% | -11.8% | +2.4% | -5.1% |
| 3M | -7.1% | -11.6% | +4.5% | -2.9% |
| 6M | -10.4% | -9.3% | -1.1% | -7.3% |
| YTD | +11.3% | +8.9% | +2.4% | +7.5% |
| 1Y | +11.3% | -2.2% | +13.5% | +11.6% |
| 3Y | +69.6% | +91.9% | -22.2% | +28.5% |
| 5Y | +33.6% | +136.0% | -102.4% | -9.3% |
| 10Y | +114.1% | +734.7% | -620.6% | -19.0% |
| All | +114.1% | +744.7% | -630.5% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling