+364.1%
TTD vs EOG
+122.4%
+241.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -7.4% | +1.0% | -8.4% | -7.7% |
| 30D | +3.0% | +2.8% | +0.2% | +2.1% |
| 3M | -27.6% | +5.9% | -33.5% | -29.2% |
| 6M | -49.5% | +17.1% | -66.6% | -52.3% |
| YTD | -63.2% | +43.9% | -107.1% | -67.3% |
| 1Y | -69.7% | +26.9% | -96.6% | -72.1% |
| 3Y | -83.3% | +23.6% | -106.9% | -84.8% |
| 5Y | -80.8% | +178.1% | -258.9% | -86.7% |
| All | +364.1% | +122.4% | +241.7% | +216.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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