-66.3%
TE vs EMB
-2.1%
-64.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.8% | -6.7% | -0.8% |
| 7D | -13.6% | -0.7% | -12.9% | -8.1% |
| 30D | -37.7% | +0.5% | -38.2% | -40.0% |
| 3M | -59.8% | -2.5% | -57.3% | -46.7% |
| 6M | -66.3% | -2.0% | -64.3% | -57.4% |
| All | -66.3% | -2.1% | -64.3% | -57.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling