+114.4%
EMR vs TLN
+678.8%
-564.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.1% |
| 7D | +0.7% | +1.1% | -0.4% | +0.3% |
| 30D | +3.5% | -4.6% | +8.1% | +4.1% |
| 3M | +5.9% | +5.2% | +0.7% | +4.2% |
| 6M | +19.4% | -6.5% | +26.0% | +19.4% |
| YTD | +27.7% | -3.6% | +31.3% | +25.7% |
| 1Y | +30.9% | -8.2% | +39.2% | +29.8% |
| 3Y | +104.2% | +559.7% | -455.5% | +36.5% |
| All | +114.4% | +678.8% | -564.4% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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