+91.0%
EEM vs TTD
-83.4%
+174.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.4% |
| 7D | +3.1% | +1.7% | +1.3% | +2.9% |
| 30D | +4.9% | +1.6% | +3.3% | +4.7% |
| 3M | +5.2% | -27.8% | +33.1% | +7.1% |
| 6M | +20.7% | -52.1% | +72.8% | +26.4% |
| YTD | +26.5% | -63.1% | +89.5% | +35.3% |
| 1Y | +37.8% | -73.1% | +110.9% | +51.4% |
| 3Y | +91.0% | -83.3% | +174.3% | +104.9% |
| All | +91.0% | -83.4% | +174.3% | +104.9% |
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