-64.4%
TTD vs EMB
+0.5%
-64.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +4.1% |
| 7D | +19.9% | +0.5% | +19.4% | +19.3% |
| 30D | +27.6% | +0.9% | +26.8% | +26.7% |
| 3M | +15.2% | -2.1% | +17.3% | +17.5% |
| 6M | -33.2% | -2.2% | -31.0% | -31.7% |
| YTD | -59.4% | -0.6% | -58.8% | -60.9% |
| 1Y | -64.4% | +0.2% | -64.6% | -66.5% |
| All | -64.4% | +0.5% | -64.9% | -66.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling