+508.5%
TTD vs EFA
+147.0%
+361.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.1% |
| 7D | +21.3% | +2.2% | +19.0% | +17.9% |
| 30D | +28.7% | +1.4% | +27.4% | +26.8% |
| 3M | +7.7% | -4.2% | +11.9% | +14.9% |
| 6M | -23.5% | +1.9% | -25.4% | -26.6% |
| YTD | -58.7% | +10.2% | -68.9% | -66.0% |
| 1Y | -63.4% | +12.8% | -76.2% | -71.0% |
| 3Y | -75.3% | +65.2% | -140.5% | -89.7% |
| 5Y | -84.4% | +49.8% | -134.2% | -91.9% |
| All | +508.5% | +147.0% | +361.5% | +89.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling