+154.2%
EMR vs TW
+221.1%
-66.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | -1.5% | -2.3% | +0.8% | -0.9% |
| 30D | -5.6% | +3.9% | -9.5% | -6.7% |
| 3M | +7.9% | +5.7% | +2.2% | +5.4% |
| 6M | +6.0% | -14.5% | +20.5% | +10.0% |
| YTD | +16.4% | -0.9% | +17.3% | +14.9% |
| 1Y | +16.6% | -13.5% | +30.1% | +20.0% |
| 3Y | +62.9% | +25.0% | +37.9% | +45.0% |
| 5Y | +60.1% | +22.7% | +37.4% | +40.1% |
| All | +154.2% | +221.1% | -66.9% | +53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling