-72.2%
TTD vs EFA
+23.1%
-95.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | +6.3% | +0.6% | +5.8% | +6.3% |
| 30D | -23.9% | +0.9% | -24.7% | -23.9% |
| 3M | -31.4% | +4.9% | -36.3% | -31.4% |
| 6M | -42.7% | +8.6% | -51.2% | -42.8% |
| YTD | -62.0% | +14.6% | -76.6% | -64.5% |
| 1Y | -72.2% | +22.6% | -94.8% | -75.2% |
| All | -72.2% | +23.1% | -95.3% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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