+172.6%
TTMI vs EME
+19.7%
+152.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.7% | +7.1% | +7.0% |
| 7D | +5.9% | +1.9% | +4.0% | +3.8% |
| 30D | -4.3% | -8.3% | +4.0% | +5.6% |
| 3M | -32.0% | -10.7% | -21.3% | -21.3% |
| 6M | +19.5% | +1.9% | +17.6% | +23.1% |
| YTD | +82.0% | +23.5% | +58.6% | +58.0% |
| 1Y | +172.6% | +18.0% | +154.7% | +131.4% |
| All | +172.6% | +19.7% | +152.9% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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