+86.6%
EMR vs TAP
-23.7%
+110.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +0.3% |
| 7D | -1.6% | +0.5% | -2.1% | -1.6% |
| 30D | +2.0% | +9.1% | -7.2% | +0.9% |
| 3M | +3.8% | -3.8% | +7.6% | +4.2% |
| 6M | +10.5% | -3.4% | +14.0% | +10.8% |
| YTD | +23.7% | -10.6% | +34.3% | +24.8% |
| 1Y | +25.4% | -4.4% | +29.8% | +24.6% |
| 3Y | +86.6% | -24.4% | +110.9% | +86.4% |
| All | +86.6% | -23.7% | +110.2% | +86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling