-68.3%
TTD vs EAT
+37.8%
-106.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.7% | +2.7% |
| 7D | -0.6% | -7.7% | +7.1% | 0.0% |
| 30D | +6.3% | -13.6% | +19.9% | +7.6% |
| 3M | -24.1% | +33.9% | -58.0% | -27.1% |
| 6M | -47.4% | +47.2% | -94.6% | -50.5% |
| YTD | -62.2% | +48.1% | -110.3% | -64.6% |
| 1Y | -68.3% | +33.7% | -102.0% | -65.5% |
| All | -68.3% | +37.8% | -106.1% | -65.5% |
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