+131.2%
TLT vs EMR
+1,081.3%
-950.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | +0.4% |
| 7D | -0.4% | -1.5% | +1.1% | -0.6% |
| 30D | -0.6% | -5.6% | +5.0% | -1.3% |
| 3M | -2.7% | +7.9% | -10.7% | -1.6% |
| 6M | -5.6% | +6.0% | -11.7% | -4.6% |
| YTD | -2.8% | +16.4% | -19.2% | -0.2% |
| 1Y | -1.4% | +16.6% | -18.1% | +1.3% |
| 3Y | -1.6% | +62.9% | -64.4% | +7.5% |
| 5Y | -33.8% | +60.1% | -93.9% | -27.2% |
| 10Y | -21.1% | +268.8% | -289.9% | +4.9% |
| All | +131.2% | +1,081.3% | -950.1% | +301.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling