+103.3%
EMR vs TLN
+580.6%
-477.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.5% |
| 7D | +2.8% | +11.0% | -8.2% | +0.9% |
| 30D | +3.7% | +4.9% | -1.2% | +2.4% |
| 3M | +2.0% | +4.9% | -2.9% | +0.4% |
| 6M | +22.1% | +7.1% | +15.0% | +19.1% |
| YTD | +27.2% | +0.3% | +26.9% | +24.3% |
| 1Y | +32.0% | +5.9% | +26.1% | +27.4% |
| 3Y | +103.3% | +578.5% | -475.2% | +22.5% |
| All | +103.3% | +580.6% | -477.3% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling