-12.3%
TLT vs EMR
+294.2%
-306.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.4% |
| 7D | -0.3% | +0.7% | -1.0% | -0.2% |
| 30D | +3.7% | +3.5% | +0.2% | +4.1% |
| 3M | -0.7% | +5.9% | -6.6% | -0.1% |
| 6M | -4.2% | +19.4% | -23.6% | -2.5% |
| YTD | -4.0% | +27.7% | -31.6% | -1.4% |
| 1Y | -5.8% | +30.9% | -36.7% | -3.0% |
| 3Y | +4.1% | +104.2% | -100.1% | +14.3% |
| 5Y | -34.8% | +89.6% | -124.4% | -28.6% |
| 10Y | -12.3% | +280.0% | -292.4% | +10.3% |
| All | -12.3% | +294.2% | -306.6% | +10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling