+57.6%
T vs EEM
+35.1%
+22.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -1.0% | +1.4% |
| 7D | +2.0% | +0.7% | +1.3% | +1.9% |
| 30D | -1.0% | -6.2% | +5.2% | -0.7% |
| 3M | -8.1% | -5.2% | -2.9% | -8.0% |
| 6M | -8.3% | -8.1% | -0.1% | -8.1% |
| YTD | -6.1% | +14.0% | -20.1% | -9.4% |
| 1Y | -7.4% | +13.8% | -21.2% | -10.6% |
| 3Y | +65.4% | +73.7% | -8.3% | +41.4% |
| 5Y | +57.6% | +34.6% | +23.1% | +42.7% |
| All | +57.6% | +35.1% | +22.5% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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