-45.4%
TE vs EMR
+60.6%
-106.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -1.7% |
| 7D | +15.0% | +0.9% | +14.1% | +13.9% |
| 30D | -7.5% | -5.0% | -2.6% | -2.5% |
| 3M | -42.0% | +5.9% | -47.9% | -45.0% |
| 6M | -31.4% | +7.3% | -38.8% | -37.2% |
| YTD | -26.5% | +14.6% | -41.1% | -37.5% |
| 1Y | +153.1% | +15.6% | +137.5% | +108.9% |
| 3Y | -20.7% | +60.2% | -80.8% | -49.0% |
| 5Y | -45.4% | +65.8% | -111.3% | -67.7% |
| All | -45.4% | +60.6% | -106.1% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling