+262.0%
TER vs EMB
+31.1%
+231.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.4% |
| 7D | +0.6% | 0.0% | +0.6% | +0.7% |
| 30D | -8.3% | -0.3% | -8.0% | -7.6% |
| 3M | -12.2% | -0.4% | -11.8% | -10.7% |
| 6M | +17.1% | +0.1% | +17.0% | +18.6% |
| YTD | +84.7% | +1.6% | +83.1% | +81.7% |
| 1Y | +199.9% | +5.6% | +194.3% | +172.9% |
| All | +262.0% | +31.1% | +231.0% | +142.0% |
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 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