+31.9%
EMB vs TLN
+583.6%
-551.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.7% | -0.1% |
| 7D | 0.0% | +7.1% | -7.1% | -0.2% |
| 30D | -0.3% | -3.9% | +3.6% | -0.2% |
| 3M | -0.4% | -16.2% | +15.7% | +0.1% |
| 6M | +0.1% | -5.8% | +5.9% | +0.1% |
| YTD | +1.6% | -15.4% | +17.0% | +1.7% |
| 1Y | +5.6% | -16.7% | +22.3% | +5.7% |
| 3Y | +29.8% | +473.8% | -443.9% | +18.6% |
| All | +31.9% | +583.6% | -551.7% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 all: compounded portfolio wealth divided by compounded TLN 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…
all analysis · Full analysis span regression · 6 months rolling