+879.7%
EMR vs TTMI
+504.4%
+375.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.8% | -7.1% | +0.1% |
| 7D | -1.5% | +5.9% | -7.4% | -2.6% |
| 30D | -5.6% | -4.3% | -1.3% | -5.3% |
| 3M | +7.9% | -32.0% | +40.0% | +14.0% |
| 6M | +6.0% | +19.5% | -13.4% | -0.6% |
| YTD | +16.4% | +82.0% | -65.6% | -0.3% |
| 1Y | +16.6% | +172.6% | -156.0% | -8.6% |
| 3Y | +62.9% | +744.7% | -681.8% | +0.9% |
| 5Y | +60.1% | +805.6% | -745.5% | -4.1% |
| 10Y | +268.7% | +1,057.6% | -788.9% | +105.7% |
| All | +879.7% | +504.4% | +375.4% | +340.0% |
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