-82.9%
TTD vs EMR
+63.5%
-146.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -5.2% |
| 7D | +6.3% | -1.5% | +7.9% | +7.0% |
| 30D | -23.9% | -5.6% | -18.3% | -21.9% |
| 3M | -31.4% | +7.9% | -39.3% | -34.5% |
| 6M | -42.7% | +6.0% | -48.7% | -45.4% |
| YTD | -62.0% | +16.4% | -78.4% | -66.3% |
| 1Y | -72.2% | +16.6% | -88.8% | -75.6% |
| All | -82.9% | +63.5% | -146.4% | -87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling