+7,716.4%
TPR vs EME
+13,891.5%
-6,175.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.9% |
| 7D | -2.3% | +1.9% | -4.2% | -3.3% |
| 30D | -23.0% | -8.3% | -14.7% | -19.9% |
| 3M | -12.5% | -10.7% | -1.7% | -9.6% |
| 6M | -21.4% | +1.9% | -23.3% | -24.7% |
| YTD | -3.5% | +23.5% | -27.0% | -17.2% |
| 1Y | +17.4% | +18.0% | -0.6% | +1.3% |
| 3Y | +291.3% | +236.1% | +55.1% | +79.1% |
| 5Y | +241.9% | +527.9% | -286.0% | +9.3% |
| 10Y | +322.7% | +1,252.8% | -930.1% | -9.6% |
| All | +7,716.4% | +13,891.5% | -6,175.1% | +325.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling