+62.4%
EWY vs TTD
-72.7%
+135.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | -1.6% |
| 7D | -8.3% | +3.7% | -12.0% | -8.0% |
| 30D | -20.5% | +10.4% | -31.0% | -19.7% |
| 3M | -11.1% | -31.6% | +20.5% | -13.6% |
| 6M | -7.0% | -45.1% | +38.1% | -9.3% |
| YTD | +56.5% | -65.1% | +121.6% | +66.7% |
| 1Y | +62.4% | -72.0% | +134.4% | +86.4% |
| All | +62.4% | -72.7% | +135.1% | +86.4% |
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