-10.5%
TEM vs EMB
+0.7%
-11.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -6.1% |
| 7D | -1.3% | +0.7% | -2.0% | -3.7% |
| 30D | -9.5% | +2.3% | -11.8% | -16.6% |
| 3M | +60.7% | -2.5% | +63.2% | +77.7% |
| 6M | +35.5% | -1.1% | +36.6% | +46.4% |
| YTD | +28.0% | -0.6% | +28.6% | +33.9% |
| 1Y | -10.5% | +0.6% | -11.1% | -12.0% |
| All | -10.5% | +0.7% | -11.2% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling