+969.2%
EMR vs TRI
+561.6%
+407.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.4% | +7.2% | +4.3% |
| 7D | -1.5% | -0.5% | -1.0% | -1.5% |
| 30D | -5.6% | +7.9% | -13.5% | -9.5% |
| 3M | +7.9% | +24.1% | -16.1% | -5.8% |
| 6M | +6.0% | +3.8% | +2.2% | -1.5% |
| YTD | +16.4% | -16.9% | +33.3% | +19.3% |
| 1Y | +16.6% | -38.4% | +55.0% | +40.2% |
| 3Y | +62.9% | -12.2% | +75.1% | +56.6% |
| 5Y | +60.1% | -1.8% | +61.9% | +42.3% |
| 10Y | +268.7% | +207.6% | +61.1% | +67.4% |
| All | +969.2% | +561.6% | +407.6% | +153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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