+128.9%
EMB vs TRI
+330.6%
-201.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.3% |
| 7D | -1.2% | -7.9% | +6.7% | -0.4% |
| 30D | -1.3% | -4.5% | +3.3% | -0.9% |
| 3M | -1.8% | +22.1% | -23.9% | -4.4% |
| 6M | +0.2% | -2.8% | +3.0% | -0.3% |
| YTD | +0.4% | -23.4% | +23.8% | +2.5% |
| 1Y | +2.8% | -41.5% | +44.4% | +8.6% |
| 3Y | +29.1% | -19.2% | +48.3% | +29.9% |
| 5Y | +6.3% | -9.4% | +15.7% | +4.8% |
| 10Y | +29.6% | +195.6% | -166.0% | +11.6% |
| All | +128.9% | +330.6% | -201.7% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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