+379.4%
TTD vs AEIS
+524.4%
-145.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.8% | -5.5% |
| 7D | +6.3% | +3.0% | +3.4% | +4.8% |
| 30D | -23.9% | -14.6% | -9.2% | -19.2% |
| 3M | -31.4% | -12.4% | -18.9% | -31.6% |
| 6M | -42.7% | -15.0% | -27.7% | -45.3% |
| YTD | -62.0% | +34.3% | -96.3% | -72.4% |
| 1Y | -72.2% | +87.4% | -159.6% | -83.8% |
| 3Y | -81.9% | +139.8% | -221.7% | -91.9% |
| 5Y | -81.5% | +220.7% | -302.3% | -92.9% |
| All | +379.4% | +524.4% | -145.0% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling