-18.3%
TE vs EMB
+30.2%
-48.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.1% | +10.1% | +10.4% |
| 7D | +18.2% | +0.3% | +17.9% | +17.1% |
| 30D | -13.5% | -0.5% | -13.0% | -11.9% |
| 3M | -44.6% | +0.3% | -44.9% | -44.5% |
| 6M | -24.7% | +1.2% | -25.9% | -24.9% |
| YTD | -24.3% | +1.5% | -25.7% | -25.3% |
| 1Y | +155.6% | +4.8% | +150.8% | +129.6% |
| 3Y | -18.3% | +30.4% | -48.6% | -54.2% |
| All | -18.3% | +30.2% | -48.4% | -54.2% |
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