+62.1%
EMR vs TTMI
+857.4%
-795.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.1% |
| 7D | +3.1% | +12.2% | -9.1% | +0.5% |
| 30D | -3.5% | -5.7% | +2.2% | -2.8% |
| 3M | +9.8% | -27.5% | +37.3% | +15.6% |
| 6M | +10.8% | +47.1% | -36.4% | -2.9% |
| YTD | +15.9% | +87.5% | -71.5% | -6.1% |
| 1Y | +16.4% | +175.2% | -158.8% | -17.2% |
| 3Y | +62.1% | +901.9% | -839.8% | -20.8% |
| All | +62.1% | +857.4% | -795.3% | -20.8% |
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