+549.2%
EME vs TAP
-0.5%
+549.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.4% |
| 7D | +2.7% | -5.1% | +7.8% | +3.0% |
| 30D | -6.8% | -8.4% | +1.6% | -6.3% |
| 3M | -8.8% | -3.9% | -4.9% | -9.0% |
| 6M | +5.0% | -14.4% | +19.4% | +6.3% |
| YTD | +23.5% | -14.7% | +38.2% | +24.6% |
| 1Y | +21.3% | -18.7% | +40.0% | +23.2% |
| 3Y | +241.1% | -32.6% | +273.7% | +256.7% |
| 5Y | +549.2% | -1.4% | +550.6% | +458.1% |
| All | +549.2% | -0.5% | +549.7% | +458.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling