-24.1%
TE vs EMR
+62.0%
-86.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -2.4% |
| 7D | +0.2% | -0.4% | +0.6% | +0.7% |
| 30D | -5.9% | -6.8% | +0.9% | +2.2% |
| 3M | -45.6% | +7.5% | -53.0% | -50.0% |
| 6M | -43.4% | +9.9% | -53.2% | -50.4% |
| YTD | -31.0% | +16.0% | -47.0% | -44.3% |
| 1Y | +145.2% | +12.4% | +132.8% | +101.6% |
| 3Y | -24.1% | +60.2% | -84.3% | -51.5% |
| All | -24.1% | +62.0% | -86.1% | -51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling