+3,912.1%
EMR vs TAP
+825.0%
+3,087.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -1.5% | -2.3% | +0.8% | -1.0% |
| 30D | -5.6% | -2.1% | -3.5% | -5.2% |
| 3M | +7.9% | +6.6% | +1.3% | +5.9% |
| 6M | +6.0% | -11.5% | +17.5% | +8.5% |
| YTD | +16.4% | -10.3% | +26.7% | +18.4% |
| 1Y | +16.6% | -14.4% | +31.0% | +19.5% |
| 3Y | +62.9% | -28.3% | +91.1% | +72.3% |
| 5Y | +60.1% | +1.7% | +58.4% | +54.1% |
| 10Y | +268.7% | -49.2% | +318.0% | +299.7% |
| All | +3,912.1% | +825.0% | +3,087.0% | +2,570.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling