+72.1%
EEM vs TT
+94.8%
-22.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.8% | +1.3% |
| 7D | -0.1% | +1.7% | -1.9% | -0.7% |
| 30D | -8.6% | -11.8% | +3.2% | -4.8% |
| 3M | -7.0% | -12.6% | +5.6% | -3.0% |
| 6M | -9.7% | -9.4% | -0.3% | -6.8% |
| YTD | +12.1% | +8.8% | +3.3% | +10.2% |
| 1Y | +14.1% | -2.5% | +16.6% | +15.2% |
| 3Y | +72.1% | +95.7% | -23.5% | +46.5% |
| All | +72.1% | +94.8% | -22.7% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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