+103.2%
EMR vs TPR
+404.6%
-301.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +2.7% | -1.1% | +3.8% | +3.0% |
| 30D | +2.1% | +15.1% | -13.0% | -2.3% |
| 3M | +2.3% | -13.4% | +15.7% | +5.8% |
| 6M | +22.5% | +1.4% | +21.1% | +19.9% |
| YTD | +27.2% | +4.8% | +22.4% | +23.2% |
| 1Y | +28.0% | +29.2% | -1.2% | +16.3% |
| All | +103.2% | +404.6% | -301.4% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling