+301.5%
EMR vs TAP
-49.5%
+351.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.8% |
| 7D | +2.1% | -7.8% | +10.0% | +5.0% |
| 30D | +4.8% | +7.1% | -2.4% | +1.8% |
| 3M | +7.5% | -7.0% | +14.5% | +9.5% |
| 6M | +20.9% | -3.8% | +24.7% | +20.9% |
| YTD | +29.2% | -11.7% | +40.9% | +32.3% |
| 1Y | +33.0% | -10.1% | +43.1% | +34.9% |
| 3Y | +109.8% | -23.7% | +133.5% | +121.7% |
| 5Y | +91.9% | +2.9% | +89.0% | +72.7% |
| 10Y | +301.5% | -49.5% | +351.0% | +255.0% |
| All | +301.5% | -49.5% | +351.0% | +255.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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