+90.2%
EMR vs TPR
+230.3%
-140.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +2.8% | -0.3% | +3.1% | +3.0% |
| 30D | +3.7% | +15.1% | -11.4% | -0.9% |
| 3M | +2.0% | +3.5% | -1.5% | +0.5% |
| 6M | +22.1% | +0.4% | +21.7% | +20.0% |
| YTD | +27.2% | +4.6% | +22.6% | +23.2% |
| 1Y | +32.0% | +33.1% | -1.1% | +18.7% |
| 3Y | +103.3% | +396.0% | -292.7% | +17.6% |
| All | +90.2% | +230.3% | -140.0% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling