+420.9%
TTD vs EME
+1,098.0%
-677.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +21.3% | +8.4% | +12.9% | +17.7% |
| 30D | +28.7% | -11.5% | +40.2% | +34.5% |
| 3M | +7.7% | -20.6% | +28.3% | +16.5% |
| 6M | -23.5% | -28.5% | +5.0% | -15.3% |
| YTD | -58.7% | +8.0% | -66.7% | -63.3% |
| 1Y | -63.4% | +6.8% | -70.2% | -67.5% |
| 3Y | -75.3% | +213.9% | -289.2% | -88.3% |
| 5Y | -84.4% | +414.8% | -499.2% | -94.3% |
| 10Y | +516.1% | +916.9% | -400.8% | +63.0% |
| All | +420.9% | +1,098.0% | -677.1% | +49.0% |
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