-69.7%
TTD vs EFA
+17.9%
-87.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.6% |
| 7D | -7.4% | -2.4% | -5.1% | -7.4% |
| 30D | +3.0% | -2.2% | +5.3% | +3.0% |
| 3M | -27.6% | +5.7% | -33.3% | -27.8% |
| 6M | -49.5% | +8.2% | -57.7% | -49.7% |
| YTD | -63.2% | +11.8% | -75.0% | -65.6% |
| 1Y | -69.7% | +18.3% | -88.0% | -72.7% |
| All | -69.7% | +17.9% | -87.7% | -72.7% |
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