+364.1%
TTD vs AEIS
+508.5%
-144.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.8% | +2.5% |
| 7D | -7.4% | -0.2% | -7.2% | -7.5% |
| 30D | +3.0% | -16.4% | +19.4% | +10.3% |
| 3M | -27.6% | -11.1% | -16.4% | -28.4% |
| 6M | -49.5% | -12.0% | -37.5% | -52.4% |
| YTD | -63.2% | +30.9% | -94.1% | -73.0% |
| 1Y | -69.7% | +74.3% | -144.1% | -81.7% |
| 3Y | -83.3% | +165.2% | -248.5% | -93.0% |
| 5Y | -80.8% | +220.0% | -300.8% | -92.6% |
| All | +364.1% | +508.5% | -144.4% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AEIS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling