+379.4%
TTD vs EMR
+279.6%
+99.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -5.4% |
| 7D | +6.3% | -1.5% | +7.9% | +7.2% |
| 30D | -23.9% | -5.6% | -18.3% | -21.4% |
| 3M | -31.4% | +7.9% | -39.3% | -35.3% |
| 6M | -42.7% | +6.0% | -48.7% | -46.3% |
| YTD | -62.0% | +16.4% | -78.4% | -66.8% |
| 1Y | -72.2% | +16.6% | -88.8% | -75.9% |
| 3Y | -81.9% | +62.9% | -144.8% | -87.6% |
| 5Y | -81.5% | +60.1% | -141.6% | -87.2% |
| All | +379.4% | +279.6% | +99.8% | +100.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling