+36.4%
EEM vs TTD
-73.2%
+109.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | +2.0% | -4.6% | +6.6% | +2.0% |
| 30D | +5.1% | +3.7% | +1.4% | +5.1% |
| 3M | +4.6% | -30.2% | +34.8% | +4.8% |
| 6M | +17.8% | -51.4% | +69.2% | +18.7% |
| YTD | +25.8% | -63.4% | +89.3% | +30.4% |
| 1Y | +36.4% | -73.5% | +109.9% | +44.2% |
| All | +36.4% | -73.2% | +109.6% | +44.2% |
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