+281.7%
EWY vs TTD
+385.9%
-104.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -4.3% |
| 7D | +1.2% | -7.4% | +8.7% | +2.1% |
| 30D | +9.3% | +3.0% | +6.3% | +8.8% |
| 3M | +2.4% | -27.6% | +30.0% | +5.2% |
| 6M | +40.3% | -49.5% | +89.8% | +49.6% |
| YTD | +88.0% | -63.2% | +151.2% | +107.1% |
| 1Y | +143.8% | -69.7% | +213.5% | +174.7% |
| 3Y | +217.8% | -83.3% | +301.1% | +265.2% |
| 5Y | +142.7% | -80.8% | +223.5% | +157.8% |
| All | +281.7% | +385.9% | -104.2% | +198.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling