+970.1%
EME vs TW
+206.7%
+763.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.5% |
| 7D | +3.5% | -4.5% | +8.0% | +4.5% |
| 30D | -6.3% | -2.3% | -4.1% | -5.9% |
| 3M | -3.8% | +2.6% | -6.4% | -5.6% |
| 6M | +8.5% | -17.5% | +26.1% | +12.5% |
| YTD | +27.8% | -5.3% | +33.1% | +26.6% |
| 1Y | +22.2% | -14.8% | +37.0% | +24.8% |
| 3Y | +253.5% | +18.8% | +234.6% | +223.7% |
| 5Y | +578.6% | +20.7% | +557.9% | +506.5% |
| All | +970.1% | +206.7% | +763.4% | +700.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling