+280.3%
EMR vs TTMI
+408.9%
-128.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.7% |
| 7D | +2.7% | +22.6% | -19.9% | -3.1% |
| 30D | +2.1% | -34.3% | +36.4% | +10.9% |
| 3M | +2.3% | -44.8% | +47.0% | +15.4% |
| 6M | +22.5% | -53.3% | +75.8% | +40.9% |
| YTD | +27.2% | +10.6% | +16.6% | +8.0% |
| 1Y | +28.0% | +8.2% | +19.8% | +8.1% |
| 3Y | +103.4% | +435.7% | -332.2% | -5.6% |
| 5Y | +88.2% | +434.2% | -346.0% | -17.5% |
| All | +280.3% | +408.9% | -128.6% | +54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling