+383.3%
TPR vs EMB
+31.5%
+351.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.6% |
| 7D | +12.1% | +0.5% | +11.6% | +11.1% |
| 30D | +16.7% | +0.9% | +15.8% | +15.1% |
| 3M | -17.4% | -2.1% | -15.3% | -14.7% |
| 6M | +2.3% | -2.2% | +4.5% | +5.9% |
| YTD | +7.1% | -0.6% | +7.7% | +8.6% |
| 1Y | +29.5% | +0.2% | +29.3% | +29.5% |
| 3Y | +415.0% | +29.5% | +385.5% | +247.1% |
| 5Y | +261.5% | +8.0% | +253.5% | +231.9% |
| 10Y | +383.3% | +35.3% | +348.0% | +281.7% |
| All | +383.3% | +31.5% | +351.8% | +281.7% |
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