+736.3%
TT vs EMB
+36.5%
+699.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.2% |
| 7D | +4.0% | -0.9% | +4.9% | +5.2% |
| 30D | -11.3% | +0.4% | -11.7% | -11.7% |
| 3M | -12.3% | -3.1% | -9.2% | -9.0% |
| 6M | -10.8% | -2.1% | -8.8% | -8.6% |
| YTD | +8.2% | -1.1% | +9.2% | +9.9% |
| 1Y | +1.5% | -0.1% | +1.5% | +1.9% |
| 3Y | +91.5% | +29.6% | +61.9% | +42.6% |
| 5Y | +130.2% | +7.2% | +123.0% | +114.5% |
| All | +736.3% | +36.5% | +699.8% | +525.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling