+69.6%
EEM vs TTD
-75.0%
+144.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.0% | -1.0% |
| 7D | -0.9% | +19.9% | -20.8% | -2.0% |
| 30D | -9.3% | +27.6% | -37.0% | -10.8% |
| 3M | -7.1% | +15.2% | -22.2% | -8.1% |
| 6M | -10.4% | -33.2% | +22.8% | -8.5% |
| YTD | +11.3% | -59.4% | +70.7% | +18.0% |
| 1Y | +11.3% | -64.4% | +75.6% | +19.3% |
| 3Y | +69.6% | -75.9% | +145.5% | +69.1% |
| All | +69.6% | -75.0% | +144.6% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling