+527.9%
TTD vs EAT
+333.9%
+194.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.8% | +2.7% |
| 7D | +20.8% | -8.9% | +29.7% | +24.2% |
| 30D | +33.8% | +3.4% | +30.4% | +31.7% |
| 3M | +17.8% | -9.3% | +27.2% | +19.6% |
| 6M | -25.7% | +43.8% | -69.5% | -35.8% |
| YTD | -57.9% | +39.9% | -97.8% | -63.9% |
| 1Y | -63.8% | +89.7% | -153.6% | -72.3% |
| 3Y | -75.0% | +491.3% | -566.3% | -87.2% |
| 5Y | -82.5% | +365.4% | -448.0% | -90.7% |
| 10Y | +527.9% | +325.9% | +202.0% | +121.0% |
| All | +527.9% | +333.9% | +194.0% | +121.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling