+753.3%
TT vs EMB
+28.9%
+724.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -2.0% | -0.1% | -1.9% | -1.9% |
| 30D | -14.0% | +1.3% | -15.3% | -15.4% |
| 3M | -15.9% | -2.2% | -13.6% | -13.7% |
| 6M | -17.3% | -2.3% | -15.0% | -15.0% |
| YTD | +4.0% | -0.6% | +4.6% | +5.0% |
| 1Y | -7.1% | +0.5% | -7.6% | -7.3% |
| 3Y | +90.2% | +29.4% | +60.8% | +43.1% |
| 5Y | +131.1% | +6.5% | +124.6% | +116.5% |
| All | +753.3% | +28.9% | +724.3% | +587.9% |
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 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