-72.0%
TTD vs EAT
+109.8%
-181.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.3% | -3.4% | +2.5% |
| 7D | +3.7% | -0.1% | +3.8% | +3.7% |
| 30D | +10.4% | +13.5% | -3.1% | +9.6% |
| 3M | -31.6% | +1.0% | -32.6% | -32.0% |
| 6M | -45.1% | +57.3% | -102.4% | -47.7% |
| YTD | -65.1% | +53.6% | -118.7% | -67.0% |
| 1Y | -72.0% | +110.8% | -182.8% | -74.5% |
| All | -72.0% | +109.8% | -181.8% | -74.5% |
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