+1,026.9%
TMO vs EMB
+131.4%
+895.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +1.0% | -0.3% | +1.3% | +1.2% |
| 3M | +22.7% | -0.3% | +23.0% | +22.9% |
| 6M | +19.0% | +0.7% | +18.3% | +18.5% |
| YTD | +4.7% | +1.3% | +3.5% | +3.9% |
| 1Y | +26.0% | +4.7% | +21.3% | +22.0% |
| 3Y | +18.0% | +30.1% | -12.1% | -1.8% |
| 5Y | +8.0% | +6.9% | +1.1% | +2.1% |
| 10Y | +333.8% | +30.7% | +303.0% | +263.2% |
| All | +1,026.9% | +131.4% | +895.5% | +493.7% |
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