+17.0%
EMR vs TAP
-18.9%
+35.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.7% |
| 7D | +3.1% | -2.3% | +5.4% | +2.9% |
| 30D | -3.5% | -9.4% | +5.9% | -4.1% |
| 3M | +9.8% | -0.8% | +10.6% | +9.8% |
| 6M | +10.8% | -14.7% | +25.5% | +9.4% |
| YTD | +15.9% | -13.9% | +29.9% | +14.8% |
| All | +17.0% | -18.9% | +35.9% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling