+379.4%
TTD vs EOG
+119.0%
+260.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.8% | -4.2% |
| 7D | +6.3% | +1.3% | +5.1% | +5.9% |
| 30D | -23.9% | +8.2% | -32.1% | -25.7% |
| 3M | -31.4% | +3.8% | -35.2% | -32.6% |
| 6M | -42.7% | +15.3% | -58.0% | -45.5% |
| YTD | -62.0% | +41.7% | -103.7% | -66.1% |
| 1Y | -72.2% | +23.6% | -95.8% | -74.3% |
| 3Y | -81.9% | +23.3% | -105.2% | -83.5% |
| 5Y | -81.5% | +170.4% | -252.0% | -87.1% |
| All | +379.4% | +119.0% | +260.4% | +227.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling