+396.0%
TTD vs EAT
+356.0%
+40.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -1.5% | +16.9% | +15.9% |
| 7D | +19.0% | -3.9% | +22.9% | +20.3% |
| 30D | +23.6% | +5.0% | +18.6% | +21.1% |
| 3M | +8.2% | -9.6% | +17.8% | +9.9% |
| 6M | -35.3% | +46.8% | -82.1% | -44.4% |
| YTD | -60.7% | +41.8% | -102.5% | -66.4% |
| 1Y | -65.3% | +98.3% | -163.6% | -73.8% |
| 3Y | -80.6% | +503.1% | -583.6% | -90.1% |
| 5Y | -84.6% | +356.7% | -441.3% | -91.8% |
| 10Y | +550.5% | +349.8% | +200.8% | +148.4% |
| All | +396.0% | +356.0% | +40.0% | +89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling