+361.1%
TTD vs EMR
+273.4%
+87.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.3% |
| 7D | -4.6% | +0.9% | -5.5% | -5.2% |
| 30D | +3.7% | -5.0% | +8.6% | +6.6% |
| 3M | -30.2% | +5.9% | -36.1% | -33.5% |
| 6M | -51.4% | +7.3% | -58.7% | -54.8% |
| YTD | -63.4% | +14.6% | -78.0% | -67.7% |
| 1Y | -73.5% | +15.6% | -89.2% | -77.0% |
| 3Y | -83.5% | +60.2% | -143.6% | -88.5% |
| 5Y | -80.9% | +65.8% | -146.8% | -87.1% |
| All | +361.1% | +273.4% | +87.7% | +95.2% |
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