+301.5%
EMR vs TPR
+403.1%
-101.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +2.0% | +3.6% |
| 7D | +2.1% | +12.7% | -10.5% | -1.9% |
| 30D | +4.8% | +17.1% | -12.3% | -0.7% |
| 3M | +7.5% | -15.9% | +23.4% | +12.3% |
| 6M | +20.9% | +2.6% | +18.2% | +18.0% |
| YTD | +29.2% | +7.5% | +21.7% | +23.7% |
| 1Y | +33.0% | +32.9% | 0.0% | +18.8% |
| 3Y | +109.8% | +413.8% | -304.1% | +16.4% |
| 5Y | +91.9% | +263.9% | -171.9% | +14.5% |
| 10Y | +301.5% | +389.7% | -88.2% | +89.5% |
| All | +301.5% | +403.1% | -101.6% | +89.5% |
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