+371.7%
TPR vs EMB
+36.3%
+335.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | +6.4% | -0.4% | +6.8% | +7.0% |
| 30D | +13.8% | +1.5% | +12.2% | +11.1% |
| 3M | -16.6% | -1.6% | -15.1% | -14.7% |
| 6M | +0.7% | -1.5% | +2.2% | +3.0% |
| YTD | +5.3% | -0.1% | +5.4% | +5.9% |
| 1Y | +32.4% | +0.5% | +31.8% | +31.8% |
| 3Y | +406.4% | +30.2% | +376.2% | +238.3% |
| 5Y | +227.9% | +8.6% | +219.3% | +198.6% |
| 10Y | +371.7% | +36.9% | +334.9% | +267.8% |
| All | +371.7% | +36.3% | +335.4% | +267.8% |
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