+148.6%
TE vs EME
+19.7%
+129.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | 0.0% |
| 7D | -4.0% | +1.9% | -5.9% | -5.3% |
| 30D | -15.9% | -8.3% | -7.6% | -10.4% |
| 3M | -60.5% | -10.7% | -49.8% | -56.7% |
| 6M | -35.2% | +1.9% | -37.1% | -34.4% |
| YTD | -31.1% | +23.5% | -54.6% | -36.0% |
| 1Y | +148.6% | +18.0% | +130.7% | +151.1% |
| All | +148.6% | +19.7% | +129.0% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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