+843.5%
TTMI vs EMB
+7.3%
+836.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.2% |
| 7D | +12.2% | +0.3% | +11.9% | +11.6% |
| 30D | -5.7% | -0.5% | -5.2% | -4.9% |
| 3M | -27.5% | +0.3% | -27.8% | -27.6% |
| 6M | +47.1% | +1.2% | +46.0% | +46.1% |
| YTD | +87.5% | +1.5% | +86.0% | +85.7% |
| 1Y | +175.2% | +4.8% | +170.4% | +160.7% |
| 3Y | +901.9% | +30.4% | +871.6% | +621.2% |
| 5Y | +843.5% | +7.3% | +836.2% | +628.9% |
| All | +843.5% | +7.3% | +836.1% | +628.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling