+558.1%
TTD vs EIX
+33.0%
+525.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | +19.9% | +1.0% | +18.9% | +19.7% |
| 30D | +27.6% | +8.9% | +18.8% | +25.0% |
| 3M | +15.2% | -9.8% | +24.9% | +16.5% |
| 6M | -33.2% | -10.2% | -23.0% | -32.8% |
| YTD | -59.4% | +5.9% | -65.3% | -61.7% |
| 1Y | -64.4% | +10.9% | -75.2% | -66.9% |
| 3Y | -75.9% | +10.2% | -86.1% | -78.2% |
| 5Y | -82.6% | +17.0% | -99.6% | -84.6% |
| 10Y | +558.1% | +35.1% | +523.0% | +460.4% |
| All | +558.1% | +33.0% | +525.2% | +460.4% |
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