+83.4%
EMR vs TAP
+2.0%
+81.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +0.7% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | +2.0% | +9.1% | -7.2% | 0.0% |
| 3M | +3.8% | -3.8% | +7.6% | +4.3% |
| 6M | +10.5% | -3.4% | +14.0% | +10.7% |
| YTD | +23.7% | -10.6% | +34.3% | +25.4% |
| 1Y | +25.4% | -4.4% | +29.8% | +24.6% |
| 3Y | +86.6% | -24.4% | +110.9% | +95.0% |
| All | +83.4% | +2.0% | +81.4% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling