+223.0%
T vs EMB
+132.1%
+90.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -2.0% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +11.4% | -0.3% | +11.7% | +11.5% |
| 3M | +14.3% | -0.4% | +14.7% | +14.5% |
| 6M | -9.3% | +0.1% | -9.4% | -9.4% |
| YTD | +7.1% | +1.6% | +5.5% | +6.2% |
| 1Y | -9.1% | +5.6% | -14.7% | -11.5% |
| 3Y | +105.3% | +29.8% | +75.5% | +81.5% |
| 5Y | +66.8% | +7.3% | +59.5% | +60.2% |
| 10Y | +66.8% | +30.4% | +36.4% | +47.8% |
| All | +223.0% | +132.1% | +90.9% | +186.2% |
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