+144.9%
TE vs EMB
+3.6%
+141.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -2.2% |
| 7D | +0.9% | -1.1% | +2.0% | +7.4% |
| 30D | -16.3% | -1.1% | -15.2% | -11.0% |
| 3M | -40.8% | -0.8% | -40.0% | -37.0% |
| 6M | -42.6% | -0.1% | -42.6% | -38.2% |
| YTD | -31.4% | +0.4% | -31.9% | -26.6% |
| 1Y | +144.9% | +3.3% | +141.6% | +163.6% |
| All | +144.9% | +3.6% | +141.3% | +163.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling