+339.1%
EME vs TLN
+589.3%
-250.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.6% | -1.7% |
| 7D | +2.7% | +5.8% | -3.1% | +0.4% |
| 30D | -6.8% | -6.9% | +0.1% | -4.4% |
| 3M | -8.8% | -10.9% | +2.1% | -5.2% |
| 6M | +5.0% | -4.6% | +9.6% | +4.8% |
| YTD | +23.5% | -14.7% | +38.2% | +26.9% |
| 1Y | +21.3% | -17.9% | +39.2% | +26.1% |
| 3Y | +241.1% | +483.9% | -242.8% | +81.4% |
| All | +339.1% | +589.3% | -250.2% | +133.2% |
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