+145.0%
TT vs EME
+565.5%
-420.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.5% |
| 7D | +1.6% | +5.2% | -3.6% | -0.6% |
| 30D | -7.3% | -5.4% | -2.0% | -5.3% |
| 3M | -2.6% | -6.1% | +3.5% | -0.8% |
| 6M | +5.9% | +9.7% | -3.8% | +0.4% |
| YTD | +15.4% | +26.6% | -11.2% | +2.0% |
| 1Y | +8.2% | +24.6% | -16.4% | -6.5% |
| 3Y | +122.7% | +249.6% | -126.9% | +4.6% |
| 5Y | +145.0% | +556.6% | -411.6% | -24.3% |
| All | +145.0% | +565.5% | -420.5% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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