-75.3%
TTD vs EOG
+43.2%
-118.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.4% | +1.0% |
| 7D | +21.3% | +7.6% | +13.7% | +19.4% |
| 30D | +28.7% | +3.4% | +25.4% | +27.3% |
| 3M | +7.7% | +12.7% | -5.0% | +4.1% |
| 6M | -23.5% | +19.0% | -42.5% | -27.7% |
| YTD | -58.7% | +55.6% | -114.3% | -64.9% |
| 1Y | -63.4% | +49.5% | -113.0% | -68.5% |
| 3Y | -75.3% | +43.2% | -118.4% | -78.8% |
| All | -75.3% | +43.2% | -118.5% | -78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling