+329.6%
TTD vs EIX
+25.8%
+303.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.6% |
| 7D | +5.2% | +1.0% | +4.2% | +4.9% |
| 30D | +6.9% | +9.1% | -2.2% | +4.6% |
| 3M | -26.8% | -10.2% | -16.6% | -26.1% |
| 6M | -46.1% | -11.2% | -34.9% | -45.7% |
| YTD | -65.9% | +4.5% | -70.4% | -67.8% |
| 1Y | -71.8% | +10.9% | -82.7% | -73.9% |
| 3Y | -83.3% | +8.4% | -91.7% | -84.8% |
| 5Y | -81.1% | +18.0% | -99.1% | -83.4% |
| 10Y | +441.7% | +30.3% | +411.4% | +333.6% |
| All | +329.6% | +25.8% | +303.8% | +266.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling