+83.4%
EMR vs TT
+129.2%
-45.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | -1.5% |
| 7D | -1.6% | -2.0% | +0.4% | -0.5% |
| 30D | +2.0% | -14.0% | +16.0% | +10.4% |
| 3M | +3.8% | -15.9% | +19.7% | +13.7% |
| 6M | +10.5% | -17.3% | +27.8% | +22.0% |
| YTD | +23.7% | +4.0% | +19.8% | +20.9% |
| 1Y | +25.4% | -7.1% | +32.5% | +29.9% |
| 3Y | +86.6% | +90.2% | -3.7% | +32.3% |
| All | +83.4% | +129.2% | -45.9% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling