+307.1%
TPR vs EME
+1,301.6%
-994.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.3% |
| 7D | -5.1% | +0.9% | -6.1% | -5.7% |
| 30D | -27.6% | -8.4% | -19.2% | -24.4% |
| 3M | -17.5% | -3.6% | -13.9% | -18.2% |
| 6M | -21.3% | +3.6% | -24.9% | -25.8% |
| YTD | -8.5% | +22.5% | -31.0% | -22.9% |
| 1Y | +11.5% | +18.2% | -6.7% | -6.4% |
| 3Y | +288.0% | +238.4% | +49.7% | +45.4% |
| 5Y | +225.2% | +550.5% | -325.4% | -27.4% |
| All | +307.1% | +1,301.6% | -994.5% | -40.7% |
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