+87.7%
EEM vs TTMI
+859.5%
-771.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.2% |
| 7D | +2.0% | +7.5% | -5.5% | +0.6% |
| 30D | +5.1% | -4.5% | +9.6% | +5.6% |
| 3M | +4.6% | -28.5% | +33.1% | +9.5% |
| 6M | +17.8% | +28.4% | -10.6% | +11.4% |
| YTD | +25.8% | +80.1% | -54.3% | +12.1% |
| 1Y | +36.4% | +161.0% | -124.6% | +12.9% |
| All | +87.7% | +859.5% | -771.8% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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