+379.4%
TTD vs EIX
+18.3%
+361.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.6% |
| 7D | +6.3% | -19.1% | +25.4% | +11.0% |
| 30D | -23.9% | -16.9% | -7.0% | -21.4% |
| 3M | -31.4% | -20.0% | -11.4% | -28.6% |
| 6M | -42.7% | -21.3% | -21.4% | -40.4% |
| YTD | -62.0% | -1.7% | -60.3% | -63.4% |
| 1Y | -72.2% | +9.6% | -81.8% | -74.3% |
| 3Y | -81.9% | -3.7% | -78.3% | -83.0% |
| 5Y | -81.5% | +22.6% | -104.2% | -84.0% |
| All | +379.4% | +18.3% | +361.1% | +316.3% |
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