+18.3%
TMO vs EMR
+58.0%
-39.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.1% |
| 7D | -2.5% | -1.2% | -1.2% | -2.0% |
| 30D | -0.3% | -9.4% | +9.1% | +3.4% |
| 3M | +25.3% | +8.6% | +16.7% | +20.7% |
| 6M | +20.9% | +6.7% | +14.2% | +16.8% |
| YTD | +4.3% | +13.1% | -8.8% | -1.9% |
| 1Y | +27.0% | +12.7% | +14.3% | +19.3% |
| All | +18.3% | +58.0% | -39.7% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling