+930.0%
EMR vs TPR
+8,066.7%
-7,136.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | -2.0% | +6.4% | -8.4% | -4.1% |
| 30D | +2.8% | +13.8% | -10.9% | -1.6% |
| 3M | +2.0% | -16.6% | +18.6% | +6.8% |
| 6M | +20.7% | +0.7% | +20.0% | +18.7% |
| YTD | +27.3% | +5.3% | +22.0% | +22.8% |
| 1Y | +31.0% | +32.4% | -1.4% | +17.5% |
| 3Y | +103.6% | +406.4% | -302.8% | +15.2% |
| 5Y | +88.6% | +227.9% | -139.4% | +17.8% |
| 10Y | +280.6% | +371.7% | -91.1% | +84.4% |
| All | +930.0% | +8,066.7% | -7,136.7% | +119.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling