+294.4%
EWY vs TTD
+401.9%
-107.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.4% | +9.0% | +5.1% |
| 7D | +4.8% | +6.3% | -1.5% | +4.0% |
| 30D | +11.7% | -23.9% | +35.6% | +14.5% |
| 3M | -7.4% | -31.4% | +24.0% | -4.2% |
| 6M | +40.6% | -42.7% | +83.2% | +47.1% |
| YTD | +94.3% | -62.0% | +156.3% | +113.3% |
| 1Y | +164.3% | -72.2% | +236.5% | +200.7% |
| 3Y | +221.0% | -81.9% | +302.9% | +265.3% |
| 5Y | +139.1% | -81.5% | +220.7% | +155.3% |
| All | +294.4% | +401.9% | -107.5% | +206.9% |
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