+858.0%
TTMI vs EME
+237.6%
+620.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.9% |
| 7D | +6.0% | +0.9% | +5.1% | +5.4% |
| 30D | -6.4% | -8.4% | +2.0% | +1.0% |
| 3M | -28.9% | -3.6% | -25.3% | -25.3% |
| 6M | +26.9% | +3.6% | +23.3% | +28.9% |
| YTD | +77.3% | +22.5% | +54.8% | +62.0% |
| 1Y | +147.5% | +18.2% | +129.3% | +129.9% |
| All | +858.0% | +237.6% | +620.4% | +424.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling