+396.0%
TTD vs EMR
+321.1%
+75.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +4.4% | +11.1% | +12.8% |
| 7D | +19.0% | +2.1% | +16.8% | +17.8% |
| 30D | +23.6% | +4.8% | +18.8% | +20.5% |
| 3M | +8.2% | +7.5% | +0.7% | +3.3% |
| 6M | -35.3% | +20.9% | -56.2% | -43.2% |
| YTD | -60.7% | +29.2% | -89.8% | -67.7% |
| 1Y | -65.3% | +33.0% | -98.2% | -72.1% |
| 3Y | -80.6% | +109.8% | -190.3% | -88.6% |
| 5Y | -84.6% | +91.9% | -176.6% | -90.4% |
| 10Y | +550.5% | +301.5% | +249.0% | +160.2% |
| All | +396.0% | +321.1% | +75.0% | +95.3% |
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