-7.0%
TLT vs EEM
+11.5%
-18.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | -3.1% | +2.7% | -5.8% | -3.3% |
| 30D | +1.0% | -5.4% | +6.4% | +1.6% |
| 3M | -2.7% | -8.6% | +5.9% | -1.8% |
| 6M | -4.1% | -8.9% | +4.7% | -3.5% |
| YTD | -5.4% | +11.9% | -17.3% | -7.1% |
| 1Y | -7.0% | +13.1% | -20.1% | -8.8% |
| All | -7.0% | +11.5% | -18.5% | -8.8% |
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