-72.0%
TTD vs EME
-3.1%
-68.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -9.6% | +12.5% | +1.0% |
| 7D | +3.7% | -5.8% | +9.5% | +2.6% |
| 30D | +10.4% | -17.9% | +28.4% | +6.6% |
| 3M | -31.6% | -22.0% | -9.6% | -34.4% |
| 6M | -45.1% | -29.7% | -15.4% | -47.4% |
| YTD | -65.1% | +4.7% | -69.9% | -67.5% |
| 1Y | -72.0% | -2.1% | -69.9% | -73.5% |
| All | -72.0% | -3.1% | -68.9% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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