+10.6%
TMO vs EMB
+6.3%
+4.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -0.6% | -1.2% | +0.6% | +0.6% |
| 30D | +1.1% | -1.3% | +2.4% | +2.4% |
| 3M | +28.3% | -1.8% | +30.1% | +30.7% |
| 6M | +23.3% | +0.2% | +23.1% | +23.2% |
| YTD | +5.5% | +0.4% | +5.1% | +5.2% |
| 1Y | +24.5% | +2.8% | +21.7% | +21.4% |
| 3Y | +19.6% | +29.1% | -9.6% | -5.3% |
| All | +10.6% | +6.3% | +4.3% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling