-34.5%
TLT vs EME
+410.0%
-444.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -3.1% | +8.4% | -11.5% | -3.1% |
| 30D | +1.0% | -11.5% | +12.5% | +1.1% |
| 3M | -2.7% | -20.6% | +17.9% | -2.6% |
| 6M | -4.1% | -28.5% | +24.3% | -3.9% |
| YTD | -5.4% | +8.0% | -13.4% | -5.4% |
| 1Y | -7.0% | +6.8% | -13.8% | -7.1% |
| 3Y | +2.8% | +213.9% | -211.1% | +0.3% |
| All | -34.5% | +410.0% | -444.6% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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