+60,787.5%
EME vs TAP
+912.3%
+59,875.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +1.9% | -2.3% | +4.2% | +2.4% |
| 30D | -8.3% | -2.1% | -6.1% | -8.0% |
| 3M | -10.7% | +6.6% | -17.4% | -12.8% |
| 6M | +1.9% | -11.5% | +13.4% | +3.9% |
| YTD | +23.5% | -10.3% | +33.7% | +24.9% |
| 1Y | +18.0% | -14.4% | +32.4% | +20.2% |
| 3Y | +236.1% | -28.3% | +264.4% | +251.9% |
| 5Y | +527.9% | +1.7% | +526.2% | +492.3% |
| 10Y | +1,252.8% | -49.2% | +1,302.0% | +1,347.3% |
| All | +60,787.5% | +912.3% | +59,875.2% | +46,085.7% |
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