+383.3%
TPR vs EME
+915.6%
-532.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.3% |
| 7D | +12.1% | -8.8% | +20.8% | +16.5% |
| 30D | +16.7% | -18.2% | +34.9% | +28.6% |
| 3M | -17.4% | -20.2% | +2.8% | -8.6% |
| 6M | +2.3% | -29.9% | +32.2% | +19.2% |
| YTD | +7.1% | +5.7% | +1.4% | -4.0% |
| 1Y | +29.5% | -1.5% | +30.9% | +21.0% |
| 3Y | +415.0% | +208.4% | +206.6% | +96.1% |
| 5Y | +261.5% | +401.9% | -140.4% | -7.8% |
| 10Y | +383.3% | +914.2% | -530.9% | -25.7% |
| All | +383.3% | +915.6% | -532.3% | -25.7% |
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