+33.1%
TPR vs EME
+3.0%
+30.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -0.3% | +8.4% | -8.7% | -1.5% |
| 30D | +15.1% | -11.5% | +26.6% | +17.4% |
| 3M | +3.5% | -20.6% | +24.2% | +7.8% |
| 6M | +0.4% | -28.5% | +28.9% | +9.5% |
| YTD | +4.6% | +8.0% | -3.4% | -1.9% |
| 1Y | +33.1% | +6.8% | +26.3% | +25.3% |
| All | +33.1% | +3.0% | +30.1% | +25.3% |
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