+164.3%
EWY vs TTD
-73.2%
+237.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.4% | +9.0% | +4.3% |
| 7D | +4.8% | +6.3% | -1.5% | +5.2% |
| 30D | +11.7% | -23.9% | +35.6% | +9.7% |
| 3M | -7.4% | -31.4% | +24.0% | -8.7% |
| 6M | +40.6% | -42.7% | +83.2% | +38.7% |
| YTD | +94.3% | -62.0% | +156.3% | +100.9% |
| 1Y | +164.3% | -72.2% | +236.5% | +179.0% |
| All | +164.3% | -73.2% | +237.5% | +179.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling