-80.9%
TTD vs EME
+544.7%
-625.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.1% |
| 7D | -4.6% | +2.7% | -7.3% | -5.6% |
| 30D | +3.7% | -6.8% | +10.5% | +6.0% |
| 3M | -30.2% | -8.8% | -21.4% | -29.3% |
| 6M | -51.4% | +5.0% | -56.4% | -54.8% |
| YTD | -63.4% | +23.5% | -86.9% | -69.2% |
| 1Y | -73.5% | +21.3% | -94.8% | -78.3% |
| 3Y | -83.5% | +241.1% | -324.5% | -93.7% |
| 5Y | -80.9% | +549.2% | -630.1% | -96.1% |
| All | -80.9% | +544.7% | -625.7% | -96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling