-12.6%
TLT vs EEM
+121.0%
-133.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | -3.1% | +2.7% | -5.8% | -3.0% |
| 30D | +1.0% | -5.4% | +6.4% | +0.8% |
| 3M | -2.7% | -8.6% | +5.9% | -3.2% |
| 6M | -4.1% | -8.9% | +4.7% | -4.6% |
| YTD | -5.4% | +11.9% | -17.3% | -4.2% |
| 1Y | -7.0% | +13.1% | -20.1% | -5.8% |
| 3Y | +2.8% | +70.7% | -67.8% | +8.4% |
| 5Y | -35.4% | +31.8% | -67.1% | -34.6% |
| All | -12.6% | +121.0% | -133.6% | -9.1% |
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