-82.9%
TTD vs EIX
-3.4%
-79.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.5% |
| 7D | +6.3% | -19.1% | +25.4% | +8.2% |
| 30D | -23.9% | -16.9% | -7.0% | -23.0% |
| 3M | -31.4% | -20.0% | -11.4% | -30.3% |
| 6M | -42.7% | -21.3% | -21.4% | -41.7% |
| YTD | -62.0% | -1.7% | -60.3% | -63.9% |
| 1Y | -72.2% | +9.6% | -81.8% | -74.7% |
| All | -82.9% | -3.4% | -79.4% | -85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling