+230.2%
EWY vs TTD
-83.4%
+313.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.7% |
| 7D | +8.0% | +1.7% | +6.3% | +7.9% |
| 30D | +14.3% | +1.6% | +12.7% | +14.1% |
| 3M | +2.3% | -27.8% | +30.1% | +3.9% |
| 6M | +49.9% | -52.1% | +102.0% | +57.1% |
| YTD | +95.3% | -63.1% | +158.4% | +110.4% |
| 1Y | +161.7% | -73.1% | +234.8% | +191.3% |
| 3Y | +230.2% | -83.3% | +313.5% | +248.7% |
| All | +230.2% | -83.4% | +313.5% | +248.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling