+10,411.5%
TT vs EME
+54,073.4%
-43,661.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.4% | -0.3% |
| 7D | +3.5% | +4.3% | -0.8% | +1.8% |
| 30D | -11.0% | -14.4% | +3.3% | -5.8% |
| 3M | -12.0% | -18.3% | +6.3% | -5.4% |
| 6M | -10.4% | -28.3% | +17.9% | +0.3% |
| YTD | +9.9% | +9.2% | +0.7% | +3.8% |
| 1Y | +1.5% | +4.3% | -2.8% | -2.5% |
| 3Y | +93.7% | +218.6% | -124.9% | +15.0% |
| 5Y | +139.2% | +421.0% | -281.8% | +16.5% |
| 10Y | +741.5% | +928.3% | -186.8% | +203.0% |
| All | +10,411.5% | +54,073.4% | -43,661.9% | +1,752.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling