+32.4%
TPR vs EMB
+0.3%
+32.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.9% |
| 7D | +6.4% | -0.4% | +6.8% | +7.2% |
| 30D | +13.8% | +1.1% | +12.7% | +11.2% |
| 3M | -16.6% | -2.0% | -14.6% | -13.0% |
| 6M | +0.7% | -1.9% | +2.6% | +4.6% |
| YTD | +5.3% | -0.5% | +5.8% | +7.5% |
| 1Y | +32.4% | +0.1% | +32.3% | +34.3% |
| All | +32.4% | +0.3% | +32.1% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling