-23.5%
TTD vs EME
-29.7%
+6.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.3% |
| 7D | +21.3% | +8.4% | +12.9% | +22.4% |
| 30D | +28.7% | -11.5% | +40.2% | +23.4% |
| 3M | +7.7% | -20.6% | +28.3% | +0.4% |
| 6M | -23.5% | -28.5% | +5.0% | -28.4% |
| All | -23.5% | -29.7% | +6.3% | -28.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling