-53.1%
TE vs EME
+825.9%
-879.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.7% | -1.5% |
| 7D | +0.2% | +3.5% | -3.3% | -1.4% |
| 30D | -5.9% | -6.3% | +0.4% | -2.9% |
| 3M | -45.6% | -3.8% | -41.8% | -43.9% |
| 6M | -43.4% | +8.5% | -51.9% | -44.8% |
| YTD | -31.0% | +27.8% | -58.8% | -36.8% |
| 1Y | +145.2% | +22.2% | +123.0% | +125.5% |
| 3Y | -24.1% | +253.5% | -277.5% | -51.7% |
| 5Y | -48.1% | +578.6% | -626.8% | -71.5% |
| All | -53.1% | +825.9% | -879.0% | -74.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling