+74.7%
TNA vs EMB
+30.4%
+44.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | +0.1% |
| 7D | -7.6% | -1.1% | -6.5% | -3.5% |
| 30D | -13.6% | -1.1% | -12.6% | -9.8% |
| 3M | +2.8% | -0.8% | +3.6% | +6.9% |
| 6M | +34.5% | -0.1% | +34.6% | +39.8% |
| YTD | +41.0% | +0.4% | +40.6% | +44.4% |
| 1Y | +52.0% | +3.3% | +48.7% | +41.2% |
| 3Y | +103.5% | +29.0% | +74.4% | -5.8% |
| 5Y | -22.5% | +6.3% | -28.9% | -17.7% |
| All | +74.7% | +30.4% | +44.2% | +61.2% |
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 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