+356.2%
TPR vs EME
+905.2%
-548.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | -0.3% | +8.4% | -8.7% | -4.7% |
| 30D | +15.1% | -11.5% | +26.6% | +21.4% |
| 3M | +3.5% | -20.6% | +24.2% | +14.9% |
| 6M | +0.4% | -28.5% | +28.9% | +15.8% |
| YTD | +4.6% | +8.0% | -3.4% | -7.4% |
| 1Y | +33.1% | +6.8% | +26.3% | +18.4% |
| 3Y | +396.0% | +213.9% | +182.1% | +87.0% |
| 5Y | +230.3% | +414.8% | -184.5% | -17.0% |
| All | +356.2% | +905.2% | -548.9% | -28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling