+5,897.0%
EME vs TRI
+499.2%
+5,397.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.1% |
| 7D | +0.9% | -14.4% | +15.3% | +8.7% |
| 30D | -8.4% | -8.1% | -0.3% | -5.4% |
| 3M | -3.6% | +17.5% | -21.1% | -16.5% |
| 6M | +3.6% | -5.0% | +8.5% | -1.9% |
| YTD | +22.5% | -24.7% | +47.2% | +28.8% |
| 1Y | +18.2% | -41.5% | +59.7% | +44.4% |
| 3Y | +238.4% | -20.3% | +258.7% | +226.7% |
| 5Y | +550.5% | -10.9% | +561.5% | +472.1% |
| 10Y | +1,295.3% | +190.6% | +1,104.7% | +430.6% |
| All | +5,897.0% | +499.2% | +5,397.8% | +1,178.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling