+747.7%
EEM vs TT
+4,818.9%
-4,071.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.8% | +0.4% |
| 7D | -0.1% | +1.7% | -1.9% | -1.0% |
| 30D | -8.6% | -11.8% | +3.2% | -2.5% |
| 3M | -7.0% | -12.6% | +5.6% | -0.4% |
| 6M | -9.7% | -9.4% | -0.3% | -5.4% |
| YTD | +12.1% | +8.8% | +3.3% | +5.9% |
| 1Y | +14.1% | -2.5% | +16.6% | +14.1% |
| 3Y | +72.1% | +95.7% | -23.5% | +13.2% |
| 5Y | +34.1% | +135.7% | -101.6% | -23.8% |
| 10Y | +109.6% | +750.6% | -641.0% | -48.8% |
| All | +747.7% | +4,818.9% | -4,071.2% | -28.1% |
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