+526.5%
TPR vs EMB
+132.1%
+394.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -23.0% | -0.3% | -22.7% | -22.8% |
| 3M | -12.5% | -0.4% | -12.1% | -12.1% |
| 6M | -21.4% | +0.1% | -21.6% | -21.3% |
| YTD | -3.5% | +1.6% | -5.1% | -4.7% |
| 1Y | +17.4% | +5.6% | +11.7% | +11.3% |
| 3Y | +291.3% | +29.8% | +261.4% | +203.4% |
| 5Y | +241.9% | +7.3% | +234.6% | +219.5% |
| 10Y | +322.7% | +30.4% | +292.2% | +247.7% |
| All | +526.5% | +132.1% | +394.4% | +236.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling