-35.1%
TLT vs EMR
+91.0%
-126.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | 0.0% |
| 7D | +0.3% | +2.1% | -1.9% | +0.3% |
| 30D | +5.1% | +4.8% | +0.4% | +5.1% |
| 3M | -0.2% | +7.5% | -7.7% | -0.2% |
| 6M | -2.9% | +20.9% | -23.8% | -3.0% |
| YTD | -2.7% | +29.2% | -31.9% | -2.7% |
| 1Y | -4.6% | +33.0% | -37.6% | -4.5% |
| 3Y | +6.1% | +109.8% | -103.7% | +7.5% |
| 5Y | -35.1% | +91.9% | -127.1% | -34.9% |
| All | -35.1% | +91.0% | -126.1% | -34.9% |
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 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