+19.3%
EMB vs TW
+301.3%
-282.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.3% |
| 7D | -0.9% | +3.9% | -4.8% | -1.3% |
| 30D | +0.4% | +19.9% | -19.6% | -1.5% |
| 3M | -3.1% | +25.9% | -29.1% | -5.5% |
| 6M | -2.1% | +21.1% | -23.2% | -4.2% |
| YTD | -1.1% | +23.9% | -25.0% | -3.8% |
| 1Y | -0.1% | +21.2% | -21.3% | -2.6% |
| 3Y | +29.6% | +44.8% | -15.2% | +22.0% |
| 5Y | +7.2% | +41.4% | -34.2% | -0.3% |
| All | +19.3% | +301.3% | -282.1% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling