-5.9%
TLT vs EEM
+32.4%
-38.2%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | -1.3% | +2.4% | -3.7% | -1.6% |
| 3M | -3.7% | +4.2% | -7.9% | -4.3% |
| 6M | -6.4% | +14.8% | -21.1% | -7.7% |
| YTD | -4.5% | +23.1% | -27.6% | -5.4% |
| 1Y | -5.9% | +32.5% | -38.4% | -7.8% |
| All | -5.9% | +32.4% | -38.2% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling