+357.0%
TPR vs EMB
+36.8%
+320.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.7% |
| 7D | -1.1% | -0.7% | -0.5% | -0.1% |
| 30D | +15.1% | +0.5% | +14.6% | +14.2% |
| 3M | -13.4% | -2.5% | -10.9% | -10.1% |
| 6M | +1.4% | -2.0% | +3.4% | +4.6% |
| YTD | +4.8% | -0.9% | +5.6% | +6.7% |
| 1Y | +29.2% | -0.3% | +29.5% | +30.4% |
| 3Y | +403.7% | +29.2% | +374.5% | +240.6% |
| 5Y | +230.8% | +7.4% | +223.4% | +206.5% |
| All | +357.0% | +36.8% | +320.2% | +254.2% |
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 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