+56.5%
TLT vs EMB
+132.1%
-75.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -0.6% | -0.3% | -0.3% | -0.5% |
| 3M | -2.7% | -0.4% | -2.3% | -2.6% |
| 6M | -5.6% | +0.1% | -5.7% | -5.6% |
| YTD | -2.8% | +1.6% | -4.4% | -3.1% |
| 1Y | -1.4% | +5.6% | -7.1% | -2.7% |
| 3Y | -1.6% | +29.8% | -31.4% | -6.7% |
| 5Y | -33.8% | +7.3% | -41.1% | -37.0% |
| 10Y | -21.1% | +30.4% | -51.6% | -25.5% |
| All | +56.5% | +132.1% | -75.6% | +57.1% |
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