+109.4%
TLT vs EEM
+860.9%
-751.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.7% | +0.4% |
| 7D | -0.4% | +2.3% | -2.8% | -0.1% |
| 30D | -0.6% | +4.5% | -5.1% | 0.0% |
| 3M | -2.7% | -0.1% | -2.7% | -2.6% |
| 6M | -5.6% | +16.9% | -22.6% | -3.4% |
| YTD | -2.8% | +26.2% | -29.0% | +0.6% |
| 1Y | -1.4% | +40.5% | -41.9% | +3.5% |
| 3Y | -1.6% | +86.2% | -87.8% | +7.8% |
| 5Y | -33.8% | +45.5% | -79.3% | -30.0% |
| 10Y | -21.1% | +128.6% | -149.8% | -8.4% |
| All | +109.4% | +860.9% | -751.5% | +196.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling