-72.2%
TTD vs EMR
+19.4%
-91.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -4.5% |
| 7D | +6.3% | -1.5% | +7.9% | +6.5% |
| 30D | -23.9% | -5.6% | -18.3% | -23.5% |
| 3M | -31.4% | +7.9% | -39.3% | -31.8% |
| 6M | -42.7% | +6.0% | -48.7% | -42.8% |
| YTD | -62.0% | +16.4% | -78.4% | -63.2% |
| 1Y | -72.2% | +16.6% | -88.8% | -73.4% |
| All | -72.2% | +19.4% | -91.7% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling