+681.2%
EMR vs TNA
+990.0%
-308.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | +3.1% | +4.1% | -1.0% | +1.8% |
| 30D | -3.5% | -7.6% | +4.1% | -1.3% |
| 3M | +9.8% | +8.1% | +1.7% | +7.0% |
| 6M | +10.8% | +49.0% | -38.2% | -2.5% |
| YTD | +15.9% | +51.7% | -35.8% | +1.3% |
| 1Y | +16.4% | +59.6% | -43.2% | -0.9% |
| 3Y | +62.1% | +118.9% | -56.8% | +14.7% |
| 5Y | +62.9% | -19.2% | +82.1% | +36.2% |
| 10Y | +267.8% | +77.2% | +190.5% | +86.4% |
| All | +681.2% | +990.0% | -308.7% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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