+365.8%
TTD vs EIX
+23.7%
+342.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.5% | -7.4% | -4.0% |
| 7D | +1.7% | +0.9% | +0.8% | +1.3% |
| 30D | +1.6% | -13.5% | +15.1% | +4.0% |
| 3M | -27.8% | -15.3% | -12.6% | -26.0% |
| 6M | -52.1% | -15.3% | -36.8% | -51.2% |
| YTD | -63.1% | +2.7% | -65.8% | -64.9% |
| 1Y | -73.1% | +17.4% | -90.5% | -75.6% |
| 3Y | -83.3% | -1.3% | -82.0% | -84.3% |
| 5Y | -80.6% | +27.2% | -107.8% | -83.3% |
| All | +365.8% | +23.7% | +342.1% | +299.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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