+16.6%
EMR vs TPR
+18.6%
-2.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -1.5% | -2.3% | +0.8% | -0.9% |
| 30D | -5.6% | -23.0% | +17.3% | +1.2% |
| 3M | +7.9% | -12.5% | +20.4% | +10.1% |
| 6M | +6.0% | -21.4% | +27.5% | +10.8% |
| YTD | +16.4% | -3.5% | +20.0% | +17.3% |
| 1Y | +16.6% | +17.4% | -0.7% | +12.0% |
| All | +16.6% | +18.6% | -2.0% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded TPR 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling