+102.5%
EWY vs TTD
-83.5%
+186.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.5% | -1.3% |
| 7D | +10.4% | +20.8% | -10.3% | +8.3% |
| 30D | -12.7% | +27.1% | -39.8% | -14.9% |
| 3M | -17.3% | +14.7% | -32.0% | -18.8% |
| 6M | -18.6% | -26.8% | +8.3% | -16.8% |
| YTD | +49.5% | -59.2% | +108.8% | +63.0% |
| 1Y | +55.0% | -64.7% | +119.6% | +72.1% |
| 3Y | +159.0% | -75.8% | +234.8% | +181.7% |
| 5Y | +102.5% | -84.6% | +187.1% | +117.4% |
| All | +102.5% | -83.5% | +186.0% | +117.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling