+62.9%
EMR vs TEM
+98.6%
-35.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | -2.0% | +5.1% | -7.0% | -2.6% |
| 30D | +2.8% | +16.8% | -14.0% | +0.8% |
| 3M | +2.0% | +42.6% | -40.7% | -3.4% |
| 6M | +20.7% | +63.9% | -43.2% | +11.5% |
| YTD | +27.3% | +34.5% | -7.2% | +19.7% |
| 1Y | +31.0% | +11.0% | +20.0% | +25.7% |
| All | +62.9% | +98.6% | -35.7% | +38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling