+1,284.9%
EME vs TAP
-50.5%
+1,335.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +0.9% | -5.3% | +6.2% | +2.3% |
| 30D | -8.4% | -7.4% | -1.0% | -6.8% |
| 3M | -3.6% | -4.9% | +1.3% | -3.2% |
| 6M | +3.6% | -14.2% | +17.8% | +6.6% |
| YTD | +22.5% | -14.8% | +37.3% | +25.7% |
| 1Y | +18.2% | -18.1% | +36.3% | +22.1% |
| 3Y | +238.4% | -32.7% | +271.1% | +264.1% |
| 5Y | +550.5% | -0.5% | +551.0% | +488.6% |
| All | +1,284.9% | -50.5% | +1,335.4% | +1,157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TAP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling