+286.0%
EME vs TLN
+733.8%
-447.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.5% |
| 7D | +11.3% | +22.3% | -10.9% | +2.5% |
| 30D | -14.6% | +1.2% | -15.7% | -15.0% |
| 3M | -20.4% | +5.9% | -26.4% | -22.8% |
| 6M | -28.3% | +3.2% | -31.5% | -30.4% |
| YTD | +8.6% | +3.2% | +5.4% | +2.9% |
| 1Y | +3.2% | +5.2% | -2.0% | -3.3% |
| 3Y | +216.8% | +606.3% | -389.5% | +55.1% |
| All | +286.0% | +733.8% | -447.8% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling