+126.0%
EEM vs TTD
+401.9%
-275.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.2% | +2.3% |
| 7D | +2.3% | +6.3% | -4.0% | +1.6% |
| 30D | +4.5% | -23.9% | +28.4% | +7.2% |
| 3M | -0.1% | -31.4% | +31.3% | +3.5% |
| 6M | +16.9% | -42.7% | +59.6% | +22.6% |
| YTD | +26.2% | -62.0% | +88.2% | +38.5% |
| 1Y | +40.5% | -72.2% | +112.7% | +59.5% |
| 3Y | +86.2% | -81.9% | +168.1% | +111.2% |
| 5Y | +45.5% | -81.5% | +127.0% | +54.9% |
| All | +126.0% | +401.9% | -275.9% | +81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling