-80.6%
TTD vs EAT
+326.5%
-407.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.5% | -1.5% |
| 7D | +1.7% | -4.9% | +6.7% | +3.8% |
| 30D | +1.6% | -1.2% | +2.8% | +1.1% |
| 3M | -27.8% | +52.2% | -80.1% | -40.7% |
| 6M | -52.1% | +65.0% | -117.2% | -62.8% |
| YTD | -63.1% | +55.0% | -118.1% | -70.8% |
| 1Y | -73.1% | +42.1% | -115.1% | -78.2% |
| 3Y | -83.3% | +614.7% | -698.0% | -94.5% |
| 5Y | -80.6% | +322.7% | -403.4% | -93.5% |
| All | -80.6% | +326.5% | -407.1% | -93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling