+22.2%
EME vs TRI
-40.4%
+62.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +4.8% |
| 7D | +3.5% | -7.9% | +11.4% | +1.3% |
| 30D | -6.3% | -4.5% | -1.8% | -7.1% |
| 3M | -3.8% | +22.1% | -25.9% | +1.4% |
| 6M | +8.5% | -2.8% | +11.3% | +12.3% |
| YTD | +27.8% | -23.4% | +51.2% | +26.9% |
| 1Y | +22.2% | -41.5% | +63.7% | +18.9% |
| All | +22.2% | -40.4% | +62.6% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling