+407.2%
TTMI vs EMB
+29.7%
+377.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -2.5% |
| 7D | -11.5% | +0.5% | -12.0% | -12.5% |
| 30D | -40.3% | +0.9% | -41.2% | -41.9% |
| 3M | -44.5% | -2.1% | -42.4% | -41.3% |
| 6M | -54.1% | -2.2% | -51.9% | -51.0% |
| YTD | +4.7% | -0.6% | +5.3% | +8.3% |
| 1Y | +3.3% | +0.2% | +3.1% | +5.3% |
| 3Y | +407.2% | +29.5% | +377.7% | +252.7% |
| All | +407.2% | +29.7% | +377.5% | +252.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling