+62.7%
EMR vs TT
+140.2%
-77.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.3% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -5.6% | -7.2% | +1.5% | -1.6% |
| 3M | +7.9% | -3.0% | +10.9% | +9.7% |
| 6M | +6.0% | +1.4% | +4.7% | +5.2% |
| YTD | +16.4% | +15.9% | +0.6% | +7.5% |
| 1Y | +16.6% | +9.4% | +7.2% | +10.7% |
| 3Y | +62.9% | +124.4% | -61.5% | +4.8% |
| All | +62.7% | +140.2% | -77.4% | -3.8% |
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 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