+500.3%
TTD vs EMR
+279.1%
+221.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | +20.8% | +2.7% | +18.1% | +19.2% |
| 30D | +27.1% | +2.1% | +25.0% | +25.8% |
| 3M | +14.7% | +2.3% | +12.4% | +12.8% |
| 6M | -26.8% | +22.5% | -49.3% | -36.3% |
| YTD | -59.2% | +27.2% | -86.4% | -66.3% |
| 1Y | -64.7% | +28.0% | -92.7% | -71.0% |
| 3Y | -75.8% | +103.4% | -179.3% | -85.6% |
| 5Y | -84.6% | +88.2% | -172.7% | -90.3% |
| All | +500.3% | +279.1% | +221.2% | +163.9% |
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