+379.4%
TTD vs EMB
+31.1%
+348.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +6.3% | 0.0% | +6.3% | +6.4% |
| 30D | -23.9% | -0.3% | -23.6% | -23.4% |
| 3M | -31.4% | -0.4% | -31.0% | -30.6% |
| 6M | -42.7% | +0.1% | -42.8% | -43.0% |
| YTD | -62.0% | +1.6% | -63.6% | -63.4% |
| 1Y | -72.2% | +5.6% | -77.8% | -75.4% |
| 3Y | -81.9% | +29.8% | -111.8% | -89.7% |
| 5Y | -81.5% | +7.3% | -88.8% | -83.7% |
| All | +379.4% | +31.1% | +348.3% | +267.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling