+1,094.7%
TTMI vs EMB
+29.7%
+1,065.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.7% |
| 7D | +7.5% | 0.0% | +7.5% | +7.5% |
| 30D | -4.5% | -0.3% | -4.2% | -4.1% |
| 3M | -28.5% | -0.3% | -28.2% | -28.0% |
| 6M | +28.4% | +0.7% | +27.6% | +28.4% |
| YTD | +80.1% | +1.3% | +78.8% | +79.3% |
| 1Y | +161.0% | +4.7% | +156.3% | +149.2% |
| 3Y | +862.4% | +30.1% | +832.3% | +607.9% |
| 5Y | +812.9% | +6.9% | +806.1% | +748.9% |
| 10Y | +1,094.7% | +30.7% | +1,064.0% | +925.8% |
| All | +1,094.7% | +29.7% | +1,065.0% | +925.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling