+379.4%
TTD vs EAT
+415.8%
-36.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.6% |
| 7D | +6.3% | 0.0% | +6.3% | +6.3% |
| 30D | -23.9% | +1.9% | -25.8% | -24.8% |
| 3M | -31.4% | +68.7% | -100.0% | -42.9% |
| 6M | -42.7% | +66.9% | -109.6% | -52.7% |
| YTD | -62.0% | +60.4% | -122.4% | -68.5% |
| 1Y | -72.2% | +44.0% | -116.2% | -76.4% |
| 3Y | -81.9% | +604.7% | -686.6% | -91.2% |
| 5Y | -81.5% | +347.0% | -428.6% | -90.1% |
| All | +379.4% | +415.8% | -36.4% | +77.6% |
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 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