-72.2%
TTD vs EAT
+37.5%
-109.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.4% |
| 7D | +6.3% | 0.0% | +6.3% | +6.3% |
| 30D | -23.9% | +1.9% | -25.8% | -24.3% |
| 3M | -31.4% | +68.7% | -100.0% | -35.7% |
| 6M | -42.7% | +66.9% | -109.6% | -46.6% |
| YTD | -62.0% | +60.4% | -122.4% | -64.6% |
| 1Y | -72.2% | +44.0% | -116.2% | -70.9% |
| All | -72.2% | +37.5% | -109.7% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling