+854.3%
EEM vs TT
+5,138.7%
-4,284.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.5% |
| 7D | +2.3% | -0.2% | +2.6% | +2.4% |
| 30D | +4.5% | -7.4% | +11.9% | +8.8% |
| 3M | -0.1% | -3.2% | +3.1% | +1.4% |
| 6M | +16.9% | +1.1% | +15.8% | +15.7% |
| YTD | +26.2% | +15.6% | +10.6% | +15.8% |
| 1Y | +40.5% | +9.2% | +31.3% | +32.2% |
| 3Y | +86.2% | +124.4% | -38.2% | +12.9% |
| 5Y | +45.5% | +138.0% | -92.5% | -17.7% |
| 10Y | +128.6% | +886.4% | -757.7% | -48.8% |
| All | +854.3% | +5,138.7% | -4,284.5% | -21.5% |
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 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