+29.6%
EMB vs TKO
+989.7%
-960.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -1.2% | +2.3% | -3.5% | -1.3% |
| 30D | -1.3% | -2.5% | +1.2% | -1.1% |
| 3M | -1.8% | -10.6% | +8.8% | -1.2% |
| 6M | +0.2% | -5.1% | +5.2% | +0.3% |
| YTD | +0.4% | -8.2% | +8.6% | +0.6% |
| 1Y | +2.8% | -4.4% | +7.3% | +2.8% |
| 3Y | +29.1% | +100.4% | -71.2% | +23.3% |
| 5Y | +6.3% | +294.3% | -288.0% | -2.7% |
| All | +29.6% | +989.7% | -960.0% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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