-48.8%
TE vs EMB
-0.3%
-48.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.8% | -6.7% | -2.9% |
| 7D | -13.6% | -0.7% | -12.9% | -9.8% |
| 30D | -37.7% | +0.5% | -38.2% | -38.8% |
| 3M | -59.8% | -2.5% | -57.3% | -52.5% |
| 6M | -66.3% | -2.0% | -64.3% | -60.2% |
| YTD | -70.5% | -0.9% | -69.6% | -64.6% |
| 1Y | -48.8% | -0.3% | -48.5% | -39.3% |
| All | -48.8% | -0.3% | -48.6% | -39.3% |
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