+364.1%
TTD vs EME
+1,259.0%
-894.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | -7.4% | +0.9% | -8.4% | -7.9% |
| 30D | +3.0% | -8.4% | +11.4% | +6.3% |
| 3M | -27.6% | -3.6% | -24.0% | -28.7% |
| 6M | -49.5% | +3.6% | -53.0% | -52.7% |
| YTD | -63.2% | +22.5% | -85.7% | -68.6% |
| 1Y | -69.7% | +18.2% | -87.9% | -74.3% |
| 3Y | -83.3% | +238.4% | -321.7% | -92.2% |
| 5Y | -80.8% | +550.5% | -631.3% | -93.7% |
| All | +364.1% | +1,259.0% | -894.8% | +27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling