-84.3%
TE vs EMR
+87.8%
-172.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.1% |
| 7D | -19.1% | +2.8% | -21.9% | -21.7% |
| 30D | -34.1% | +3.7% | -37.8% | -36.1% |
| 3M | -60.1% | +2.0% | -62.2% | -60.8% |
| 6M | -66.0% | +22.1% | -88.1% | -71.9% |
| YTD | -71.4% | +27.2% | -98.6% | -78.3% |
| 1Y | -45.3% | +32.0% | -77.3% | -60.4% |
| 3Y | +9.1% | +103.3% | -94.1% | -44.9% |
| All | -84.3% | +87.8% | -172.1% | -91.6% |
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