-69.7%
TTD vs EOG
+29.6%
-99.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.7% |
| 7D | -7.4% | +1.0% | -8.4% | -7.4% |
| 30D | +3.0% | +2.8% | +0.2% | +3.1% |
| 3M | -27.6% | +5.9% | -33.5% | -27.5% |
| 6M | -49.5% | +17.1% | -66.6% | -50.5% |
| YTD | -63.2% | +43.9% | -107.1% | -64.0% |
| 1Y | -69.7% | +26.9% | -96.6% | -71.6% |
| All | -69.7% | +29.6% | -99.3% | -71.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling