+134.6%
TNA vs EMB
+29.8%
+104.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | +0.2% |
| 7D | +3.7% | -0.9% | +4.6% | +9.4% |
| 30D | +4.4% | +0.4% | +4.0% | +3.5% |
| 3M | -26.7% | -3.1% | -23.5% | -11.6% |
| 6M | -12.8% | -2.1% | -10.8% | +0.8% |
| YTD | +22.7% | -1.1% | +23.7% | +37.7% |
| 1Y | +35.7% | -0.1% | +35.7% | +44.6% |
| 3Y | +134.6% | +29.6% | +105.0% | -10.4% |
| All | +134.6% | +29.8% | +104.8% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling