+56.7%
TLT vs EMB
+128.5%
-71.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +0.3% | +0.8% | -0.5% | +0.1% |
| 30D | +5.1% | +1.5% | +3.6% | +4.7% |
| 3M | -0.2% | -1.9% | +1.7% | +0.3% |
| 6M | -2.9% | -1.6% | -1.3% | -2.5% |
| YTD | -2.7% | 0.0% | -2.7% | -2.6% |
| 1Y | -4.6% | +1.1% | -5.7% | -4.8% |
| 3Y | +6.1% | +30.9% | -24.8% | +0.6% |
| 5Y | -35.1% | +7.1% | -42.2% | -38.0% |
| 10Y | -12.5% | +31.1% | -43.6% | -16.9% |
| All | +56.7% | +128.5% | -71.8% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling