+51.8%
TEL vs EMB
+7.1%
+44.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | +0.1% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | -4.1% | -0.3% | -3.8% | -3.8% |
| 3M | -2.6% | -0.3% | -2.3% | -2.1% |
| 6M | 0.0% | +0.7% | -0.7% | -0.5% |
| YTD | -9.1% | +1.3% | -10.3% | -10.0% |
| 1Y | -0.8% | +4.7% | -5.5% | -5.7% |
| 3Y | +67.4% | +30.1% | +37.3% | +23.7% |
| 5Y | +51.8% | +6.9% | +44.9% | +41.5% |
| All | +51.8% | +7.1% | +44.6% | +41.5% |
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