+430.9%
TTD vs EMR
+315.0%
+115.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.8% |
| 7D | +20.8% | -2.0% | +22.8% | +22.5% |
| 30D | +33.8% | +2.8% | +31.0% | +31.9% |
| 3M | +17.8% | +2.0% | +15.9% | +16.1% |
| 6M | -25.7% | +20.7% | -46.5% | -34.8% |
| YTD | -57.9% | +27.3% | -85.2% | -65.2% |
| 1Y | -63.8% | +31.0% | -94.8% | -70.7% |
| 3Y | -75.0% | +103.6% | -178.6% | -85.1% |
| 5Y | -82.5% | +88.6% | -171.1% | -89.0% |
| 10Y | +527.9% | +280.6% | +247.3% | +160.1% |
| All | +430.9% | +315.0% | +115.9% | +110.8% |
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