+32.7%
TNA vs EMB
+36.5%
-3.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.1% |
| 7D | +3.7% | -0.9% | +4.6% | +7.8% |
| 30D | +4.4% | +0.4% | +4.0% | +3.8% |
| 3M | -26.7% | -3.1% | -23.5% | -16.0% |
| 6M | -12.8% | -2.1% | -10.8% | -2.8% |
| YTD | +22.7% | -1.1% | +23.7% | +34.6% |
| 1Y | +35.7% | -0.1% | +35.7% | +43.5% |
| 3Y | +134.6% | +29.6% | +105.0% | +5.0% |
| 5Y | -46.0% | +7.2% | -53.2% | -43.4% |
| All | +32.7% | +36.5% | -3.8% | +13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling