+131.4%
TLT vs EMR
+1,210.4%
-1,079.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | +0.7% |
| 7D | +0.3% | +2.1% | -1.9% | +0.6% |
| 30D | +5.1% | +4.8% | +0.4% | +5.8% |
| 3M | -0.2% | +7.5% | -7.7% | +0.9% |
| 6M | -2.9% | +20.9% | -23.8% | -0.1% |
| YTD | -2.7% | +29.2% | -31.9% | +1.4% |
| 1Y | -4.6% | +33.0% | -37.6% | -0.1% |
| 3Y | +6.1% | +109.8% | -103.7% | +20.5% |
| 5Y | -35.1% | +91.9% | -127.1% | -26.7% |
| 10Y | -12.5% | +301.5% | -314.0% | +17.7% |
| All | +131.4% | +1,210.4% | -1,079.0% | +308.2% |
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