+69.0%
TSM vs EEM
+35.3%
+33.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.2% |
| 7D | +4.8% | +2.0% | +2.8% | +2.2% |
| 30D | +4.0% | +5.1% | -1.0% | -2.3% |
| 3M | +2.0% | +4.6% | -2.6% | -3.0% |
| 6M | +25.5% | +17.8% | +7.7% | +1.2% |
| YTD | +44.0% | +25.8% | +18.2% | +1.8% |
| All | +69.0% | +35.3% | +33.7% | +5.6% |
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