+53,162.3%
EME vs TAP
+920.8%
+52,241.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.8% | -1.3% |
| 7D | +8.4% | +1.3% | +7.1% | +8.0% |
| 30D | -11.5% | +5.7% | -17.2% | -13.1% |
| 3M | -20.6% | -1.9% | -18.7% | -20.9% |
| 6M | -28.5% | +0.9% | -29.4% | -29.7% |
| YTD | +8.0% | -9.5% | +17.5% | +8.4% |
| 1Y | +6.8% | -9.0% | +15.7% | +6.8% |
| 3Y | +213.9% | -22.2% | +236.1% | +220.2% |
| 5Y | +414.8% | +1.2% | +413.6% | +383.5% |
| 10Y | +916.9% | -46.1% | +963.1% | +967.9% |
| All | +53,162.3% | +920.8% | +52,241.5% | +39,974.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling