+379.4%
TTD vs EFA
+147.8%
+231.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.6% |
| 7D | +6.3% | +0.6% | +5.8% | +5.5% |
| 30D | -23.9% | +0.9% | -24.7% | -25.2% |
| 3M | -31.4% | +4.9% | -36.3% | -36.8% |
| 6M | -42.7% | +8.6% | -51.2% | -51.2% |
| YTD | -62.0% | +14.6% | -76.6% | -70.5% |
| 1Y | -72.2% | +22.6% | -94.8% | -80.7% |
| 3Y | -81.9% | +66.5% | -148.5% | -92.5% |
| 5Y | -81.5% | +54.5% | -136.1% | -90.8% |
| All | +379.4% | +147.8% | +231.6% | +42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling