+41.4%
EMB vs TSLQ
-97.2%
+138.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -0.7% |
| 7D | -1.1% | +5.7% | -6.8% | -0.9% |
| 30D | -1.1% | -21.1% | +20.0% | -1.6% |
| 3M | -0.8% | -11.5% | +10.8% | -0.7% |
| 6M | -0.1% | -14.9% | +14.9% | +0.2% |
| YTD | +0.4% | +2.4% | -2.0% | +1.4% |
| 1Y | +3.3% | -49.8% | +53.1% | +2.5% |
| 3Y | +29.0% | -95.8% | +124.9% | +23.7% |
| All | +41.4% | -97.2% | +138.6% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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