+161.0%
TTMI vs EMB
+4.6%
+156.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.0% |
| 7D | +7.5% | 0.0% | +7.5% | +7.4% |
| 30D | -4.5% | -0.3% | -4.2% | -3.4% |
| 3M | -28.5% | -0.3% | -28.2% | -27.2% |
| 6M | +28.4% | +0.7% | +27.6% | +25.2% |
| YTD | +80.1% | +1.3% | +78.8% | +73.1% |
| 1Y | +161.0% | +4.7% | +156.3% | +119.1% |
| All | +161.0% | +4.6% | +156.4% | +119.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling