+558.1%
TTD vs EMR
+294.2%
+263.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.4% | +4.0% |
| 7D | +19.9% | +0.7% | +19.2% | +19.7% |
| 30D | +27.6% | +3.5% | +24.1% | +25.3% |
| 3M | +15.2% | +5.9% | +9.2% | +10.9% |
| 6M | -33.2% | +19.4% | -52.6% | -40.9% |
| YTD | -59.4% | +27.7% | -87.0% | -66.4% |
| 1Y | -64.4% | +30.9% | -95.3% | -71.1% |
| 3Y | -75.9% | +104.2% | -180.1% | -85.6% |
| 5Y | -82.6% | +89.6% | -172.2% | -89.1% |
| 10Y | +558.1% | +280.0% | +278.1% | +190.7% |
| All | +558.1% | +294.2% | +263.9% | +190.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling