+335.6%
EME vs TLN
+571.8%
-236.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | +0.2% |
| 7D | +0.9% | +2.0% | -1.0% | +0.2% |
| 30D | -8.4% | -12.9% | +4.6% | -3.4% |
| 3M | -3.6% | -7.4% | +3.8% | -1.3% |
| 6M | +3.6% | -6.0% | +9.6% | +3.9% |
| YTD | +22.5% | -16.9% | +39.4% | +27.2% |
| 1Y | +18.2% | -22.6% | +40.8% | +25.8% |
| 3Y | +238.4% | +469.0% | -230.7% | +81.8% |
| All | +335.6% | +571.8% | -236.2% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TLN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling