+100.4%
EEM vs TTD
+445.4%
-345.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.5% |
| 7D | +2.7% | +21.3% | -18.6% | +0.4% |
| 30D | -5.4% | +28.7% | -34.1% | -8.2% |
| 3M | -8.6% | +7.7% | -16.3% | -9.7% |
| 6M | -8.9% | -23.5% | +14.6% | -7.3% |
| YTD | +11.9% | -58.7% | +70.6% | +21.4% |
| 1Y | +13.1% | -63.4% | +76.5% | +24.3% |
| 3Y | +70.7% | -75.3% | +145.9% | +86.6% |
| 5Y | +31.8% | -84.4% | +116.1% | +44.0% |
| 10Y | +119.5% | +516.1% | -396.6% | +71.6% |
| All | +100.4% | +445.4% | -345.0% | +58.8% |
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