-20.1%
TNA vs EMB
+6.9%
-27.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -3.4% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -10.1% | -0.3% | -9.8% | -9.0% |
| 3M | +2.7% | -0.3% | +3.0% | +4.8% |
| 6M | +38.4% | +0.7% | +37.7% | +39.4% |
| YTD | +45.4% | +1.3% | +44.2% | +44.2% |
| 1Y | +55.9% | +4.7% | +51.3% | +37.8% |
| 3Y | +109.8% | +30.1% | +79.7% | -1.2% |
| All | -20.1% | +6.9% | -27.1% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling