+175.2%
T vs EMB
+127.1%
+48.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.0% | -0.1% | +1.1% | +1.1% |
| 30D | -10.6% | +1.3% | -11.9% | -11.1% |
| 3M | -7.7% | -2.2% | -5.5% | -6.8% |
| 6M | -13.3% | -2.3% | -11.0% | -12.4% |
| YTD | -8.8% | -0.6% | -8.1% | -8.6% |
| 1Y | -8.4% | +0.5% | -8.9% | -8.7% |
| 3Y | +59.6% | +29.4% | +30.2% | +41.2% |
| 5Y | +52.1% | +6.5% | +45.6% | +46.5% |
| 10Y | +56.9% | +29.8% | +27.1% | +39.6% |
| All | +175.2% | +127.1% | +48.1% | +146.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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