+829.0%
TTMI vs EME
+575.5%
+253.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.3% | -1.0% | +0.2% |
| 7D | +0.7% | +3.5% | -2.8% | -1.8% |
| 30D | -8.4% | -6.3% | -2.1% | -3.5% |
| 3M | -32.5% | -3.8% | -28.7% | -29.5% |
| 6M | +32.5% | +8.5% | +24.0% | +30.0% |
| YTD | +83.2% | +27.8% | +55.4% | +63.5% |
| 1Y | +161.7% | +22.2% | +139.5% | +139.0% |
| 3Y | +890.1% | +253.5% | +636.7% | +405.4% |
| All | +829.0% | +575.5% | +253.5% | +235.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling