+970.5%
EMR vs TTMI
+256.5%
+714.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.6% |
| 7D | +2.8% | +11.4% | -8.5% | +0.6% |
| 30D | +3.7% | -28.3% | +32.0% | +8.2% |
| 3M | +2.0% | -46.7% | +48.7% | +11.7% |
| 6M | +22.1% | -56.1% | +78.2% | +36.3% |
| YTD | +27.2% | +7.4% | +19.9% | +17.4% |
| 1Y | +32.0% | +17.4% | +14.6% | +19.1% |
| 3Y | +103.3% | +429.1% | -325.9% | +34.6% |
| 5Y | +88.2% | +418.8% | -330.5% | +22.3% |
| 10Y | +280.4% | +411.2% | -130.8% | +140.7% |
| All | +970.5% | +256.5% | +714.0% | +418.2% |
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