+978.8%
TRV vs EMB
+132.1%
+846.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.3% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -3.4% | -0.3% | -3.1% | -3.3% |
| 3M | +26.4% | -0.4% | +26.8% | +26.6% |
| 6M | +19.3% | +0.1% | +19.2% | +19.1% |
| YTD | +28.3% | +1.6% | +26.7% | +27.1% |
| 1Y | +34.3% | +5.6% | +28.7% | +30.1% |
| 3Y | +140.1% | +29.8% | +110.3% | +107.6% |
| 5Y | +155.7% | +7.3% | +148.5% | +146.0% |
| 10Y | +285.5% | +30.4% | +255.1% | +236.5% |
| All | +978.8% | +132.1% | +846.7% | +667.4% |
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