+16.4%
EMR vs TT
+8.3%
+8.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +3.1% | +1.6% | +1.5% | +2.0% |
| 30D | -3.5% | -7.3% | +3.8% | +1.3% |
| 3M | +9.8% | -2.6% | +12.4% | +11.4% |
| 6M | +10.8% | +5.9% | +4.9% | +7.2% |
| YTD | +15.9% | +15.4% | +0.5% | +8.4% |
| 1Y | +16.4% | +8.2% | +8.2% | +11.8% |
| All | +16.4% | +8.3% | +8.1% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling