+2,065.8%
TT vs EMB
+132.1%
+1,933.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -7.4% | -0.3% | -7.1% | -7.1% |
| 3M | -3.2% | -0.4% | -2.8% | -2.8% |
| 6M | +1.1% | +0.1% | +1.0% | +1.3% |
| YTD | +15.6% | +1.6% | +14.0% | +14.3% |
| 1Y | +9.2% | +5.6% | +3.6% | +4.4% |
| 3Y | +124.4% | +29.8% | +94.5% | +79.7% |
| 5Y | +138.0% | +7.3% | +130.7% | +123.2% |
| 10Y | +886.4% | +30.4% | +855.9% | +701.5% |
| All | +2,065.8% | +132.1% | +1,933.7% | +1,138.3% |
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