+361.1%
TTD vs EAT
+382.4%
-21.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | 0.0% |
| 7D | -4.6% | -6.8% | +2.2% | -2.5% |
| 30D | +3.7% | -5.4% | +9.0% | +4.8% |
| 3M | -30.2% | +42.8% | -73.0% | -38.6% |
| 6M | -51.4% | +56.5% | -107.9% | -59.1% |
| YTD | -63.4% | +50.0% | -113.5% | -69.0% |
| 1Y | -73.5% | +38.3% | -111.8% | -77.2% |
| 3Y | -83.5% | +591.6% | -675.1% | -91.9% |
| 5Y | -80.9% | +312.6% | -393.6% | -89.5% |
| All | +361.1% | +382.4% | -21.3% | +74.6% |
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