+24.5%
TMO vs EMB
+3.1%
+21.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -0.6% | -1.2% | +0.6% | +1.1% |
| 30D | +1.1% | -1.3% | +2.4% | +3.0% |
| 3M | +28.3% | -1.8% | +30.1% | +31.9% |
| 6M | +23.3% | +0.2% | +23.1% | +23.6% |
| YTD | +5.5% | +0.4% | +5.1% | +5.2% |
| 1Y | +24.5% | +2.8% | +21.7% | +21.5% |
| All | +24.5% | +3.1% | +21.5% | +21.5% |
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 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