+741.3%
EEM vs TT
+4,822.0%
-4,080.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -0.9% | +0.8% | -1.7% | -1.3% |
| 30D | -9.3% | -11.8% | +2.4% | -3.3% |
| 3M | -7.1% | -11.6% | +4.5% | -1.1% |
| 6M | -10.4% | -9.3% | -1.1% | -6.1% |
| YTD | +11.3% | +8.9% | +2.4% | +5.1% |
| 1Y | +11.3% | -2.2% | +13.5% | +11.1% |
| 3Y | +69.6% | +91.9% | -22.2% | +12.8% |
| 5Y | +33.6% | +136.0% | -102.4% | -24.1% |
| 10Y | +114.1% | +734.7% | -620.6% | -47.0% |
| All | +741.3% | +4,822.0% | -4,080.6% | -28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling