-80.8%
TE vs EMB
+8.4%
-89.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.7% |
| 7D | -22.0% | -0.4% | -21.6% | -21.0% |
| 30D | -33.6% | +1.5% | -35.2% | -35.7% |
| 3M | -61.1% | -1.6% | -59.5% | -59.2% |
| 6M | -64.7% | -1.5% | -63.2% | -62.5% |
| YTD | -68.1% | -0.1% | -68.0% | -66.9% |
| 1Y | -51.7% | +0.5% | -52.2% | -50.5% |
| 3Y | +42.0% | +30.2% | +11.8% | -9.7% |
| 5Y | -80.8% | +8.6% | -89.4% | -81.4% |
| All | -80.8% | +8.4% | -89.2% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling