+113.7%
EMR vs TLN
+733.8%
-620.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.5% |
| 7D | +2.7% | +22.3% | -19.6% | -1.1% |
| 30D | +2.1% | +1.2% | +0.9% | +1.6% |
| 3M | +2.3% | +5.9% | -3.7% | +0.4% |
| 6M | +22.5% | +3.2% | +19.3% | +20.2% |
| YTD | +27.2% | +3.2% | +24.0% | +23.7% |
| 1Y | +28.0% | +5.2% | +22.8% | +23.8% |
| 3Y | +103.4% | +606.3% | -502.8% | +34.3% |
| All | +113.7% | +733.8% | -620.2% | +40.3% |
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