-20.8%
TLT vs EEM
+130.4%
-151.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.3% |
| 7D | -1.6% | -0.7% | -0.9% | -1.6% |
| 30D | -1.3% | +2.4% | -3.7% | -1.2% |
| 3M | -3.7% | +4.2% | -7.9% | -3.5% |
| 6M | -6.4% | +14.8% | -21.1% | -5.5% |
| YTD | -4.5% | +23.1% | -27.6% | -3.0% |
| 1Y | -5.9% | +32.5% | -38.4% | -3.9% |
| 3Y | -2.8% | +85.9% | -88.7% | +2.3% |
| 5Y | -35.1% | +43.6% | -78.6% | -34.2% |
| All | -20.8% | +130.4% | -151.2% | -17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling