+361.1%
TTD vs EMB
+30.7%
+330.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.6% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | +3.7% | -0.3% | +3.9% | +4.4% |
| 3M | -30.2% | -0.3% | -29.9% | -29.7% |
| 6M | -51.4% | +0.7% | -52.1% | -52.3% |
| YTD | -63.4% | +1.3% | -64.7% | -64.5% |
| 1Y | -73.5% | +4.7% | -78.2% | -76.1% |
| 3Y | -83.5% | +30.1% | -113.5% | -90.6% |
| 5Y | -80.9% | +6.9% | -87.8% | -83.0% |
| All | +361.1% | +30.7% | +330.5% | +255.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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