+1,757.1%
TSM vs EEM
+130.4%
+1,626.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | +0.7% |
| 7D | +2.6% | -0.7% | +3.3% | +3.5% |
| 30D | +1.4% | +2.4% | -1.0% | -1.2% |
| 3M | +5.0% | +4.2% | +0.8% | +1.0% |
| 6M | +24.0% | +14.8% | +9.2% | +7.1% |
| YTD | +41.6% | +23.1% | +18.5% | +13.5% |
| 1Y | +66.2% | +32.5% | +33.6% | +23.5% |
| 3Y | +398.2% | +85.9% | +312.3% | +163.5% |
| 5Y | +277.6% | +43.6% | +234.0% | +161.3% |
| All | +1,757.1% | +130.4% | +1,626.8% | +774.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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