+22.5%
EMB vs TW
+221.1%
-198.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | 0.0% | -2.3% | +2.3% | +0.2% |
| 30D | -0.3% | +3.9% | -4.2% | -0.7% |
| 3M | -0.4% | +5.7% | -6.1% | -1.2% |
| 6M | +0.1% | -14.5% | +14.6% | +1.6% |
| YTD | +1.6% | -0.9% | +2.5% | +1.2% |
| 1Y | +5.6% | -13.5% | +19.1% | +6.9% |
| 3Y | +29.8% | +25.0% | +4.8% | +23.8% |
| 5Y | +7.3% | +22.7% | -15.4% | +1.1% |
| All | +22.5% | +221.1% | -198.6% | +2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling