+198.1%
EWY vs TTD
+445.4%
-247.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.1% | -1.9% |
| 7D | +4.2% | +21.3% | -17.1% | +1.9% |
| 30D | -10.7% | +28.7% | -39.4% | -13.2% |
| 3M | -20.1% | +7.7% | -27.8% | -21.0% |
| 6M | -24.3% | -23.5% | -0.8% | -23.0% |
| YTD | +46.9% | -58.7% | +105.6% | +59.3% |
| 1Y | +55.2% | -63.4% | +118.6% | +70.8% |
| 3Y | +157.0% | -75.3% | +232.3% | +181.7% |
| 5Y | +98.9% | -84.4% | +183.2% | +118.0% |
| 10Y | +226.3% | +516.1% | -289.8% | +147.4% |
| All | +198.1% | +445.4% | -247.2% | +129.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling