+239.1%
TPR vs EME
+565.5%
-326.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.5% | -6.3% | -4.7% |
| 7D | -3.4% | +5.2% | -8.5% | -5.3% |
| 30D | -27.3% | -5.4% | -22.0% | -26.0% |
| 3M | -16.2% | -6.1% | -10.1% | -15.4% |
| 6M | -17.9% | +9.7% | -27.5% | -22.9% |
| YTD | -7.1% | +26.6% | -33.7% | -18.7% |
| 1Y | +13.6% | +24.6% | -11.0% | -1.8% |
| 3Y | +293.7% | +249.6% | +44.2% | +77.3% |
| 5Y | +239.1% | +556.6% | -317.5% | -9.4% |
| All | +239.1% | +565.5% | -326.4% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling