+994.3%
EMR vs TKO
+1,439.7%
-445.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -1.4% |
| 7D | +3.1% | +7.2% | -4.1% | +1.7% |
| 30D | -3.5% | +4.7% | -8.2% | -4.5% |
| 3M | +9.8% | -3.2% | +13.0% | +10.1% |
| 6M | +10.8% | -2.9% | +13.7% | +10.9% |
| YTD | +15.9% | -5.8% | +21.7% | +16.6% |
| 1Y | +16.4% | -1.1% | +17.5% | +15.9% |
| 3Y | +62.1% | +111.1% | -49.0% | +38.1% |
| 5Y | +62.9% | +315.6% | -252.6% | +20.5% |
| 10Y | +267.8% | +978.5% | -710.7% | +117.7% |
| All | +994.3% | +1,439.7% | -445.4% | +368.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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