+376.4%
TTD vs EME
+1,317.7%
-941.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.3% | -1.7% | +0.9% |
| 7D | -0.6% | +3.5% | -4.1% | -2.1% |
| 30D | +6.3% | -6.3% | +12.6% | +8.7% |
| 3M | -24.1% | -3.8% | -20.4% | -25.0% |
| 6M | -47.4% | +8.5% | -55.9% | -51.7% |
| YTD | -62.2% | +27.8% | -90.0% | -68.3% |
| 1Y | -68.3% | +22.2% | -90.5% | -73.5% |
| 3Y | -83.4% | +253.5% | -336.9% | -92.4% |
| 5Y | -80.3% | +578.6% | -658.9% | -93.6% |
| All | +376.4% | +1,317.7% | -941.3% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling