+10,982.1%
TT vs EME
+61,143.5%
-50,161.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.2% |
| 7D | 0.0% | +1.9% | -1.9% | -0.7% |
| 30D | -7.2% | -8.3% | +1.1% | -4.1% |
| 3M | -3.0% | -10.7% | +7.8% | +0.2% |
| 6M | +1.4% | +1.9% | -0.5% | -0.7% |
| YTD | +15.9% | +23.5% | -7.6% | +4.9% |
| 1Y | +9.4% | +18.0% | -8.5% | -0.8% |
| 3Y | +124.4% | +236.1% | -111.7% | +31.1% |
| 5Y | +138.0% | +527.9% | -389.9% | +8.1% |
| 10Y | +886.4% | +1,252.8% | -366.4% | +221.7% |
| All | +10,982.1% | +61,143.5% | -50,161.4% | +1,770.4% |
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