+256.1%
TPR vs EMB
+6.0%
+250.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +14.2% | -0.1% | +14.3% | +14.3% |
| 30D | +17.1% | +1.3% | +15.8% | +14.8% |
| 3M | -17.7% | -2.7% | -15.0% | -14.3% |
| 6M | -10.2% | -2.8% | -7.4% | -6.2% |
| YTD | +4.9% | -1.1% | +6.0% | +7.1% |
| 1Y | +36.1% | 0.0% | +36.1% | +36.7% |
| 3Y | +416.5% | +28.8% | +387.7% | +261.0% |
| All | +256.1% | +6.0% | +250.1% | +234.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling