+379.1%
TPR vs EMB
+28.9%
+350.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +14.2% | -0.1% | +14.3% | +14.3% |
| 30D | +17.1% | +1.3% | +15.8% | +14.8% |
| 3M | -17.7% | -2.2% | -15.5% | -14.9% |
| 6M | -10.2% | -2.3% | -7.8% | -6.8% |
| YTD | +4.9% | -0.6% | +5.5% | +6.3% |
| 1Y | +36.1% | +0.5% | +35.7% | +35.6% |
| 3Y | +416.5% | +29.4% | +387.0% | +251.2% |
| 5Y | +254.8% | +6.5% | +248.3% | +232.5% |
| All | +379.1% | +28.9% | +350.2% | +288.8% |
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