+416.5%
TPR vs EME
+191.8%
+224.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.6% |
| 7D | +14.2% | -10.5% | +24.7% | +17.0% |
| 30D | +17.1% | -22.4% | +39.5% | +24.9% |
| 3M | -17.7% | -24.7% | +7.0% | -11.8% |
| 6M | -10.2% | -35.5% | +25.3% | +0.8% |
| YTD | +4.9% | -0.3% | +5.2% | +1.0% |
| 1Y | +36.1% | -6.7% | +42.9% | +34.0% |
| 3Y | +416.5% | +190.6% | +225.8% | +211.0% |
| All | +416.5% | +191.8% | +224.7% | +211.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling