+508.5%
TTD vs EAT
+320.8%
+187.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +21.3% | -4.0% | +25.3% | +22.7% |
| 30D | +28.7% | -2.9% | +31.6% | +29.2% |
| 3M | +7.7% | -16.9% | +24.6% | +12.8% |
| 6M | -23.5% | +57.0% | -80.4% | -35.7% |
| YTD | -58.7% | +38.2% | -96.9% | -64.5% |
| 1Y | -63.4% | +69.3% | -132.7% | -70.8% |
| 3Y | -75.3% | +483.0% | -558.3% | -87.3% |
| 5Y | -84.4% | +364.1% | -448.5% | -91.7% |
| All | +508.5% | +320.8% | +187.7% | +103.8% |
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