+84.6%
EEM vs TW
+211.4%
-126.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.8% |
| 7D | +3.1% | -3.5% | +6.6% | +3.8% |
| 30D | +4.9% | +0.5% | +4.4% | +4.7% |
| 3M | +5.2% | +4.9% | +0.3% | +3.4% |
| 6M | +20.7% | -17.1% | +37.8% | +24.9% |
| YTD | +26.5% | -3.9% | +30.3% | +25.7% |
| 1Y | +37.8% | -13.3% | +51.1% | +40.5% |
| 3Y | +91.0% | +20.9% | +70.1% | +74.2% |
| 5Y | +47.0% | +20.5% | +26.5% | +31.5% |
| All | +84.6% | +211.4% | -126.9% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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