-74.9%
TTD vs EOSE
-57.1%
-17.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +10.8% | -13.7% | -4.0% |
| 7D | +1.7% | +41.4% | -39.7% | -2.4% |
| 30D | +1.6% | +3.6% | -2.0% | +0.6% |
| 3M | -27.8% | -35.7% | +7.9% | -25.5% |
| 6M | -52.1% | -29.9% | -22.3% | -52.0% |
| YTD | -63.1% | -62.5% | -0.6% | -61.0% |
| 1Y | -73.1% | -37.4% | -35.6% | -74.0% |
| 3Y | -83.3% | +55.8% | -139.1% | -87.4% |
| 5Y | -80.6% | -67.8% | -12.8% | -85.8% |
| All | -74.9% | -57.1% | -17.8% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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