+125.6%
EMB vs TRI
+383.5%
-257.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -0.9% | -2.9% | +2.0% | -0.6% |
| 30D | +0.4% | +3.7% | -3.3% | -0.2% |
| 3M | -3.1% | +3.7% | -6.8% | -3.8% |
| 6M | -2.1% | +35.1% | -37.2% | -6.1% |
| YTD | -1.1% | -14.0% | +12.9% | -0.5% |
| 1Y | -0.1% | -19.0% | +18.9% | +1.3% |
| 3Y | +29.6% | -12.0% | +41.6% | +29.0% |
| 5Y | +7.2% | +0.6% | +6.5% | +4.4% |
| 10Y | +35.5% | +225.4% | -190.0% | +15.3% |
| All | +125.6% | +383.5% | -257.9% | +75.7% |
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