+263.4%
TSM vs EEM
+32.8%
+230.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +3.0% |
| 7D | -2.1% | -0.9% | -1.2% | -0.6% |
| 30D | -12.5% | -9.3% | -3.2% | -0.4% |
| 3M | -5.0% | -7.1% | +2.1% | +4.9% |
| 6M | -3.2% | -10.4% | +7.2% | +12.2% |
| YTD | +31.5% | +11.3% | +20.2% | +15.7% |
| 1Y | +35.7% | +11.3% | +24.4% | +19.6% |
| 3Y | +323.5% | +69.6% | +253.9% | +127.5% |
| 5Y | +263.4% | +33.6% | +229.7% | +150.6% |
| All | +263.4% | +32.8% | +230.6% | +150.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling