+38.5%
TNA vs EMB
+0.7%
+37.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | -1.4% |
| 7D | +2.4% | +0.7% | +1.7% | -1.5% |
| 30D | -0.9% | +2.3% | -3.2% | -13.2% |
| 3M | -19.2% | -2.5% | -16.7% | -4.5% |
| 6M | -0.8% | -1.1% | +0.2% | +9.4% |
| YTD | +33.2% | -0.6% | +33.8% | +45.2% |
| 1Y | +38.5% | +0.6% | +37.9% | +36.2% |
| All | +38.5% | +0.7% | +37.8% | +36.2% |
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