+249.6%
EME vs TAP
-31.5%
+281.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.1% | +6.6% | +1.9% |
| 7D | +5.2% | -2.3% | +7.5% | +4.8% |
| 30D | -5.4% | -9.4% | +4.0% | -6.5% |
| 3M | -6.1% | -0.8% | -5.3% | -6.2% |
| 6M | +9.7% | -14.7% | +24.4% | +8.7% |
| YTD | +26.6% | -13.9% | +40.5% | +25.4% |
| 1Y | +24.6% | -18.6% | +43.3% | +23.8% |
| 3Y | +249.6% | -32.0% | +281.6% | +248.3% |
| All | +249.6% | -31.5% | +281.1% | +248.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling