+269.6%
EMR vs TPR
+325.8%
-56.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -1.5% | -2.3% | +0.8% | -0.8% |
| 30D | -5.6% | -23.0% | +17.3% | +1.8% |
| 3M | +7.9% | -12.5% | +20.4% | +11.5% |
| 6M | +6.0% | -21.4% | +27.5% | +13.3% |
| YTD | +16.4% | -3.5% | +20.0% | +16.0% |
| 1Y | +16.6% | +17.4% | -0.7% | +8.4% |
| 3Y | +62.9% | +291.3% | -228.4% | -1.2% |
| 5Y | +60.1% | +241.9% | -181.8% | -2.8% |
| All | +269.6% | +325.8% | -56.2% | +77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling