-68.3%
TTD vs ET
+33.4%
-101.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.5% | +2.5% |
| 7D | -0.6% | +0.2% | -0.9% | -0.6% |
| 30D | +6.3% | +2.9% | +3.4% | +6.7% |
| 3M | -24.1% | +16.8% | -40.9% | -22.7% |
| 6M | -47.4% | +18.9% | -66.3% | -46.9% |
| YTD | -62.2% | +37.7% | -99.9% | -62.5% |
| 1Y | -68.3% | +32.4% | -100.7% | -70.4% |
| All | -68.3% | +33.4% | -101.7% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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