+19.3%
TPR vs EME
-3.1%
+22.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -9.6% | +13.2% | +5.5% |
| 7D | +12.6% | -5.8% | +18.4% | +13.7% |
| 30D | +7.1% | -17.9% | +25.1% | +11.5% |
| 3M | -19.4% | -22.0% | +2.6% | -15.2% |
| 6M | -9.7% | -29.7% | +20.0% | +0.1% |
| YTD | -1.0% | +4.7% | -5.7% | -11.9% |
| 1Y | +19.3% | -2.1% | +21.4% | +12.6% |
| All | +19.3% | -3.1% | +22.4% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling