+46.6%
EEM vs TTD
-80.8%
+127.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +2.0% | -4.6% | +6.6% | +2.4% |
| 30D | +5.1% | +3.7% | +1.4% | +4.6% |
| 3M | +4.6% | -30.2% | +34.8% | +7.7% |
| 6M | +17.8% | -51.4% | +69.2% | +25.5% |
| YTD | +25.8% | -63.4% | +89.3% | +37.9% |
| 1Y | +36.4% | -73.5% | +109.9% | +54.7% |
| 3Y | +90.0% | -83.5% | +173.5% | +114.9% |
| 5Y | +46.6% | -80.9% | +127.5% | +53.0% |
| All | +46.6% | -80.8% | +127.3% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling