+31.0%
EMR vs TEM
+10.9%
+20.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | -2.0% | +5.1% | -7.0% | -2.7% |
| 30D | +2.8% | +16.8% | -14.0% | +0.5% |
| 3M | +2.0% | +42.6% | -40.7% | -4.4% |
| 6M | +20.7% | +63.9% | -43.2% | +8.2% |
| YTD | +27.3% | +34.5% | -7.2% | +18.4% |
| 1Y | +31.0% | +11.0% | +20.0% | +29.3% |
| All | +31.0% | +10.9% | +20.1% | +29.3% |
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