+882.5%
EME vs TAP
-47.7%
+930.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +11.3% | -6.3% | +17.7% | +13.0% |
| 30D | -14.6% | +2.7% | -17.3% | -15.6% |
| 3M | -20.4% | -3.7% | -16.7% | -20.3% |
| 6M | -28.3% | -2.0% | -26.2% | -29.1% |
| YTD | +8.6% | -12.3% | +20.9% | +9.9% |
| 1Y | +3.2% | -10.1% | +13.3% | +3.5% |
| 3Y | +216.8% | -25.3% | +242.0% | +227.5% |
| 5Y | +417.5% | -1.9% | +419.4% | +369.1% |
| All | +882.5% | -47.7% | +930.2% | +801.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling