+146.8%
EMR vs TW
+209.8%
-63.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.2% |
| 7D | -1.2% | -2.7% | +1.5% | -0.5% |
| 30D | -9.4% | -1.7% | -7.7% | -9.1% |
| 3M | +8.6% | +1.6% | +7.0% | +7.3% |
| 6M | +6.7% | -17.7% | +24.4% | +11.8% |
| YTD | +13.1% | -4.3% | +17.4% | +12.6% |
| 1Y | +12.7% | -13.1% | +25.8% | +15.6% |
| 3Y | +58.1% | +20.3% | +37.8% | +42.2% |
| 5Y | +63.6% | +22.0% | +41.7% | +43.0% |
| All | +146.8% | +209.8% | -63.0% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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