+123.6%
EEM vs TT
+748.9%
-625.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.5% | +2.1% |
| 7D | +0.7% | +3.5% | -2.8% | -0.6% |
| 30D | -6.2% | -11.0% | +4.8% | -2.1% |
| 3M | -5.2% | -12.0% | +6.8% | -0.7% |
| 6M | -8.1% | -10.4% | +2.3% | -4.5% |
| YTD | +14.0% | +9.9% | +4.1% | +9.7% |
| 1Y | +13.8% | +1.5% | +12.4% | +12.7% |
| 3Y | +73.7% | +93.7% | -20.0% | +31.2% |
| 5Y | +34.6% | +139.2% | -104.7% | -9.1% |
| 10Y | +123.6% | +741.5% | -617.9% | -15.7% |
| All | +123.6% | +748.9% | -625.3% | -15.7% |
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