+53,758.5%
EME vs TAP
+892.0%
+52,866.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.5% |
| 7D | +4.3% | -8.0% | +12.3% | +6.3% |
| 30D | -14.4% | +4.1% | -18.4% | -15.6% |
| 3M | -18.3% | -4.4% | -14.0% | -18.1% |
| 6M | -28.3% | -1.9% | -26.4% | -29.1% |
| YTD | +9.2% | -12.1% | +21.3% | +10.3% |
| 1Y | +4.3% | -12.0% | +16.3% | +5.2% |
| 3Y | +218.6% | -25.0% | +243.7% | +227.9% |
| 5Y | +421.0% | -1.1% | +422.1% | +392.0% |
| 10Y | +928.3% | -47.6% | +976.0% | +987.2% |
| All | +53,758.5% | +892.0% | +52,866.5% | +40,700.6% |
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