+11.8%
EMB vs TPG
+74.1%
-62.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.3% |
| 7D | -1.2% | -9.4% | +8.2% | -0.2% |
| 30D | -1.3% | -5.3% | +4.0% | -0.8% |
| 3M | -1.8% | +12.9% | -14.7% | -3.3% |
| 6M | +0.2% | +20.1% | -19.9% | -2.2% |
| YTD | +0.4% | -22.5% | +22.9% | +2.7% |
| 1Y | +2.8% | -19.7% | +22.5% | +4.6% |
| 3Y | +29.1% | +81.2% | -52.1% | +14.2% |
| All | +11.8% | +74.1% | -62.3% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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