+154.5%
TRV vs EMB
+7.1%
+147.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -2.3% | -0.3% | -2.1% | -2.2% |
| 3M | +22.7% | -0.3% | +23.0% | +22.8% |
| 6M | +21.9% | +0.7% | +21.2% | +21.5% |
| YTD | +27.5% | +1.3% | +26.2% | +26.8% |
| 1Y | +36.2% | +4.7% | +31.6% | +33.9% |
| 3Y | +140.6% | +30.1% | +110.5% | +121.8% |
| 5Y | +154.5% | +6.9% | +147.7% | +152.9% |
| All | +154.5% | +7.1% | +147.4% | +152.9% |
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