+437.3%
TTMI vs EME
+13,092.0%
-12,654.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.4% | -1.5% | -2.4% |
| 7D | +7.5% | +2.7% | +4.8% | +5.8% |
| 30D | -4.5% | -6.8% | +2.3% | +0.3% |
| 3M | -28.5% | -8.8% | -19.7% | -23.2% |
| 6M | +28.4% | +5.0% | +23.4% | +28.6% |
| YTD | +80.1% | +23.5% | +56.6% | +64.5% |
| 1Y | +161.0% | +21.3% | +139.7% | +141.2% |
| 3Y | +862.4% | +241.1% | +621.4% | +366.4% |
| 5Y | +812.9% | +549.2% | +263.8% | +193.8% |
| 10Y | +1,094.7% | +1,306.4% | -211.7% | +119.4% |
| All | +437.3% | +13,092.0% | -12,654.7% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling