+311.3%
EMR vs TPR
+383.4%
-72.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.2% |
| 7D | -1.6% | +14.2% | -15.8% | -5.9% |
| 30D | +2.0% | +17.1% | -15.1% | -3.4% |
| 3M | +3.8% | -17.7% | +21.5% | +9.2% |
| 6M | +10.5% | -10.2% | +20.7% | +12.5% |
| YTD | +23.7% | +4.9% | +18.8% | +19.4% |
| 1Y | +25.4% | +36.1% | -10.7% | +11.1% |
| 3Y | +86.6% | +416.5% | -329.9% | +3.3% |
| 5Y | +83.0% | +254.8% | -171.8% | +10.0% |
| All | +311.3% | +383.4% | -72.1% | +96.6% |
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