+15.0%
EEM vs TTD
-72.7%
+87.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.9% |
| 7D | -3.0% | +3.7% | -6.7% | -2.9% |
| 30D | -10.3% | +10.4% | -20.8% | -10.2% |
| 3M | -6.6% | -31.6% | +25.0% | -6.8% |
| 6M | -3.4% | -45.1% | +41.7% | -3.1% |
| YTD | +13.2% | -65.1% | +78.4% | +18.3% |
| 1Y | +15.0% | -72.0% | +87.0% | +24.2% |
| All | +15.0% | -72.7% | +87.7% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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