+979.4%
EMR vs TDY
+6,954.6%
-5,975.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.7% |
| 7D | +0.9% | -1.8% | +2.7% | +1.5% |
| 30D | -5.0% | -13.8% | +8.8% | -0.3% |
| 3M | +5.9% | -3.9% | +9.8% | +7.3% |
| 6M | +7.3% | -9.0% | +16.3% | +10.8% |
| YTD | +14.6% | +16.5% | -2.0% | +9.2% |
| 1Y | +15.6% | +9.3% | +6.4% | +12.5% |
| 3Y | +60.2% | +45.1% | +15.1% | +42.2% |
| 5Y | +65.8% | +35.0% | +30.9% | +49.9% |
| 10Y | +277.4% | +469.0% | -191.6% | +131.9% |
| All | +979.4% | +6,954.6% | -5,975.2% | +342.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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