+21.7%
TE vs EMB
+31.1%
-9.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.5% |
| 7D | -22.0% | -0.4% | -21.6% | -20.5% |
| 30D | -33.6% | +1.5% | -35.2% | -36.8% |
| 3M | -61.1% | -1.6% | -59.5% | -58.3% |
| 6M | -64.7% | -1.5% | -63.2% | -61.4% |
| YTD | -68.1% | -0.1% | -68.0% | -66.4% |
| 1Y | -51.7% | +0.5% | -52.2% | -49.9% |
| All | +21.7% | +31.1% | -9.4% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling