+411.0%
TSM vs EEM
+90.8%
+320.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.1% |
| 7D | +6.0% | +3.1% | +3.0% | +1.8% |
| 30D | +4.5% | +4.9% | -0.3% | -1.9% |
| 3M | +3.1% | +5.2% | -2.1% | -3.2% |
| 6M | +30.2% | +20.7% | +9.5% | +0.5% |
| YTD | +45.2% | +26.5% | +18.7% | +4.6% |
| 1Y | +79.6% | +37.8% | +41.7% | +15.1% |
| 3Y | +411.0% | +91.0% | +320.0% | +117.0% |
| All | +411.0% | +90.8% | +320.2% | +117.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling