+88.3%
EMR vs TTMI
+449.2%
-360.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.0% | -9.2% | -2.1% |
| 7D | -2.0% | +7.2% | -9.2% | -3.8% |
| 30D | +2.8% | -28.7% | +31.5% | +7.9% |
| 3M | +2.0% | -39.8% | +41.8% | +10.2% |
| 6M | +20.7% | -51.7% | +72.4% | +34.3% |
| YTD | +27.3% | +14.1% | +13.2% | +11.2% |
| 1Y | +31.0% | +16.0% | +15.0% | +12.8% |
| 3Y | +103.6% | +452.7% | -349.1% | +9.1% |
| All | +88.3% | +449.2% | -360.9% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling