-33.7%
TLT vs EMR
+62.8%
-96.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.4% | +3.1% | -2.7% | +0.4% |
| 30D | -0.3% | -3.5% | +3.2% | -0.3% |
| 3M | -1.7% | +9.8% | -11.5% | -1.7% |
| 6M | -4.9% | +10.8% | -15.7% | -4.9% |
| YTD | -2.8% | +15.9% | -18.7% | -2.7% |
| 1Y | -4.2% | +16.4% | -20.6% | -4.1% |
| 3Y | -1.1% | +62.1% | -63.2% | -0.2% |
| 5Y | -33.7% | +62.9% | -96.6% | -33.3% |
| All | -33.7% | +62.8% | -96.5% | -33.3% |
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 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