-10.5%
T vs EMR
+15.1%
-25.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.9% |
| 7D | -3.1% | +0.9% | -4.0% | -3.0% |
| 30D | +4.6% | -5.0% | +9.5% | +4.2% |
| 3M | +12.2% | +5.9% | +6.3% | +12.8% |
| 6M | -6.5% | +7.3% | -13.8% | -5.8% |
| YTD | +4.9% | +14.6% | -9.7% | +4.7% |
| 1Y | -10.5% | +15.6% | -26.1% | -10.9% |
| All | -10.5% | +15.1% | -25.6% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling