+7.4%
EMB vs TW
+41.5%
-34.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -0.7% | +3.2% | -3.9% | -0.9% |
| 30D | +0.5% | +19.7% | -19.2% | -0.9% |
| 3M | -2.5% | +26.8% | -29.3% | -4.3% |
| 6M | -2.0% | +20.9% | -22.9% | -3.6% |
| YTD | -0.9% | +22.9% | -23.7% | -2.8% |
| 1Y | -0.3% | +20.4% | -20.7% | -2.1% |
| 3Y | +29.2% | +42.9% | -13.7% | +22.6% |
| 5Y | +7.4% | +40.2% | -32.8% | -1.5% |
| All | +7.4% | +41.5% | -34.0% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling