-48.5%
TE vs EME
+817.0%
-865.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.5% | +7.5% | +8.8% |
| 7D | +18.2% | +5.2% | +13.1% | +15.5% |
| 30D | -13.5% | -5.4% | -8.1% | -11.3% |
| 3M | -44.6% | -6.1% | -38.5% | -42.1% |
| 6M | -24.7% | +9.7% | -34.4% | -26.9% |
| YTD | -24.3% | +26.6% | -50.8% | -30.3% |
| 1Y | +155.6% | +24.6% | +130.9% | +133.3% |
| 3Y | -18.3% | +249.6% | -267.8% | -47.8% |
| 5Y | -41.3% | +556.6% | -597.9% | -67.5% |
| All | -48.5% | +817.0% | -865.5% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling