+415.0%
TPR vs EMB
+29.7%
+385.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.8% |
| 7D | +12.1% | +0.5% | +11.6% | +11.0% |
| 30D | +16.7% | +0.9% | +15.8% | +14.8% |
| 3M | -17.4% | -2.1% | -15.3% | -14.3% |
| 6M | +2.3% | -2.2% | +4.5% | +6.3% |
| YTD | +7.1% | -0.6% | +7.7% | +8.7% |
| 1Y | +29.5% | +0.2% | +29.3% | +29.5% |
| 3Y | +415.0% | +29.5% | +385.5% | +264.3% |
| All | +415.0% | +29.7% | +385.4% | +264.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling