-49.7%
TE vs EME
+547.5%
-597.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -6.1% |
| 7D | +0.9% | +0.9% | -0.1% | +0.4% |
| 30D | -16.3% | -8.4% | -7.9% | -11.0% |
| 3M | -40.8% | -3.6% | -37.1% | -38.0% |
| 6M | -42.6% | +3.6% | -46.2% | -43.5% |
| YTD | -31.4% | +22.5% | -54.0% | -39.4% |
| 1Y | +144.9% | +18.2% | +126.7% | +114.6% |
| 3Y | -26.0% | +238.4% | -264.4% | -70.9% |
| All | -49.7% | +547.5% | -597.2% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling