-80.6%
TTD vs EMR
+62.8%
-143.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | +1.7% | +3.1% | -1.3% | -0.2% |
| 30D | +1.6% | -3.5% | +5.1% | +3.7% |
| 3M | -27.8% | +9.8% | -37.6% | -33.1% |
| 6M | -52.1% | +10.8% | -62.9% | -56.8% |
| YTD | -63.1% | +15.9% | -79.0% | -68.4% |
| 1Y | -73.1% | +16.4% | -89.5% | -77.3% |
| 3Y | -83.3% | +62.1% | -145.4% | -89.7% |
| 5Y | -80.6% | +62.9% | -143.5% | -88.7% |
| All | -80.6% | +62.8% | -143.4% | -88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling