+1,297.6%
TNA vs EMB
+193.8%
+1,103.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -0.9% |
| 7D | +4.1% | +0.3% | +3.8% | +3.2% |
| 30D | -7.6% | -0.5% | -7.1% | -6.1% |
| 3M | +8.1% | +0.3% | +7.8% | +7.9% |
| 6M | +49.0% | +1.2% | +47.8% | +48.4% |
| YTD | +51.7% | +1.5% | +50.3% | +50.2% |
| 1Y | +59.6% | +4.8% | +54.8% | +44.5% |
| 3Y | +118.9% | +30.4% | +88.5% | +16.9% |
| 5Y | -19.2% | +7.3% | -26.4% | -17.6% |
| 10Y | +77.2% | +29.7% | +47.5% | +53.2% |
| All | +1,297.6% | +193.8% | +1,103.8% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling