-63.4%
TTD vs EMR
+28.6%
-92.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +21.3% | +2.5% | +18.8% | +20.9% |
| 30D | +28.7% | +3.3% | +25.4% | +28.6% |
| 3M | +7.7% | +1.7% | +6.0% | +7.8% |
| 6M | -23.5% | +21.7% | -45.1% | -24.3% |
| YTD | -58.7% | +26.8% | -85.5% | -60.6% |
| 1Y | -63.4% | +31.6% | -95.0% | -66.0% |
| All | -63.4% | +28.6% | -92.0% | -66.0% |
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