-34.7%
TLT vs EEM
+35.1%
-69.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.1% |
| 7D | -1.0% | +0.7% | -1.7% | -1.1% |
| 30D | +3.7% | -6.2% | +9.9% | +4.2% |
| 3M | -0.8% | -5.2% | +4.4% | -0.4% |
| 6M | -3.6% | -8.1% | +4.6% | -3.0% |
| YTD | -3.9% | +14.0% | -17.9% | -5.2% |
| 1Y | -6.2% | +13.8% | -20.0% | -7.4% |
| 3Y | +4.2% | +73.7% | -69.6% | -0.9% |
| 5Y | -34.7% | +34.6% | -69.2% | -41.8% |
| All | -34.7% | +35.1% | -69.8% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling