+277.4%
EMR vs TAP
-51.4%
+328.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | +0.9% | -5.1% | +6.0% | +2.8% |
| 30D | -5.0% | -8.4% | +3.5% | -2.1% |
| 3M | +5.9% | -3.9% | +9.8% | +6.7% |
| 6M | +7.3% | -14.4% | +21.7% | +12.4% |
| YTD | +14.6% | -14.7% | +29.3% | +19.5% |
| 1Y | +15.6% | -18.7% | +34.3% | +22.1% |
| 3Y | +60.2% | -32.6% | +92.8% | +78.7% |
| 5Y | +65.8% | -1.4% | +67.3% | +52.1% |
| 10Y | +277.4% | -50.4% | +327.8% | +246.4% |
| All | +277.4% | -51.4% | +328.7% | +246.4% |
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