+144.9%
TE vs EMR
+13.6%
+131.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.4% | -5.7% |
| 7D | +0.9% | -1.2% | +2.1% | +1.9% |
| 30D | -16.3% | -9.4% | -6.8% | -9.8% |
| 3M | -40.8% | +8.6% | -49.3% | -43.1% |
| 6M | -42.6% | +6.7% | -49.3% | -43.0% |
| YTD | -31.4% | +13.1% | -44.5% | -30.8% |
| 1Y | +144.9% | +12.7% | +132.2% | +144.9% |
| All | +144.9% | +13.6% | +131.3% | +144.9% |
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