+44.2%
TNA vs EMB
+3.1%
+41.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | +2.1% |
| 7D | -7.6% | -1.1% | -6.5% | -0.8% |
| 30D | -13.6% | -1.1% | -12.6% | -7.5% |
| 3M | +2.8% | -0.8% | +3.6% | +8.8% |
| 6M | +34.5% | -0.1% | +34.6% | +40.7% |
| YTD | +41.0% | +0.4% | +40.6% | +43.3% |
| All | +44.2% | +3.1% | +41.1% | +26.2% |
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