+971.0%
EMR vs TTMI
+278.7%
+692.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.0% | -9.2% | -1.9% |
| 7D | -2.0% | +7.2% | -9.2% | -3.6% |
| 30D | +2.8% | -28.7% | +31.5% | +7.3% |
| 3M | +2.0% | -39.8% | +41.8% | +9.1% |
| 6M | +20.7% | -51.7% | +72.4% | +32.4% |
| YTD | +27.3% | +14.1% | +13.2% | +16.2% |
| 1Y | +31.0% | +16.0% | +15.0% | +18.4% |
| 3Y | +103.6% | +452.7% | -349.1% | +33.8% |
| 5Y | +88.6% | +451.5% | -362.9% | +21.1% |
| 10Y | +280.6% | +443.1% | -162.5% | +138.2% |
| All | +971.0% | +278.7% | +692.3% | +412.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling