+16.6%
EMR vs TEM
-15.5%
+32.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -1.5% | +0.9% | -2.4% | -1.7% |
| 30D | -5.6% | +38.4% | -44.0% | -11.0% |
| 3M | +7.9% | +23.7% | -15.7% | +2.8% |
| 6M | +6.0% | +26.0% | -20.0% | -0.5% |
| YTD | +16.4% | +9.4% | +7.0% | +12.2% |
| 1Y | +16.6% | -17.3% | +33.9% | +17.1% |
| All | +16.6% | -15.5% | +32.1% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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