+1,672.6%
TSM vs EEM
+121.8%
+1,550.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.5% | -0.3% |
| 7D | +14.8% | +5.3% | +9.5% | +8.4% |
| 30D | -8.9% | -7.0% | -1.9% | -0.5% |
| 3M | -5.3% | -8.0% | +2.7% | +4.8% |
| 6M | +2.6% | -6.6% | +9.2% | +12.2% |
| YTD | +34.5% | +12.3% | +22.1% | +20.1% |
| 1Y | +41.0% | +12.2% | +28.8% | +26.4% |
| 3Y | +333.1% | +71.2% | +261.9% | +151.9% |
| 5Y | +270.1% | +32.2% | +237.9% | +182.4% |
| All | +1,672.6% | +121.8% | +1,550.8% | +786.1% |
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