+42.8%
TSM vs EEM
+11.5%
+31.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.2% |
| 7D | +6.2% | +2.7% | +3.5% | +2.7% |
| 30D | -7.3% | -5.4% | -1.9% | -0.1% |
| 3M | -7.1% | -8.6% | +1.5% | +4.5% |
| 6M | +0.2% | -8.9% | +9.1% | +13.8% |
| YTD | +32.2% | +11.9% | +20.3% | +9.6% |
| 1Y | +42.8% | +13.1% | +29.7% | +15.8% |
| All | +42.8% | +11.5% | +31.3% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling