+56.2%
EMR vs TW
+20.3%
+36.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.3% |
| 7D | -1.2% | -2.7% | +1.5% | -0.9% |
| 30D | -9.4% | -1.7% | -7.7% | -9.3% |
| 3M | +8.6% | +1.6% | +7.0% | +8.0% |
| 6M | +6.7% | -17.7% | +24.4% | +10.2% |
| YTD | +13.1% | -4.3% | +17.4% | +13.0% |
| 1Y | +12.7% | -13.1% | +25.8% | +15.2% |
| All | +56.2% | +20.3% | +36.0% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling