+365.8%
TTD vs ET
+194.5%
+171.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.9% | -2.9% |
| 7D | +1.7% | +0.4% | +1.3% | +1.5% |
| 30D | +1.6% | +6.9% | -5.3% | -1.6% |
| 3M | -27.8% | +13.1% | -40.9% | -31.9% |
| 6M | -52.1% | +18.7% | -70.8% | -56.0% |
| YTD | -63.1% | +37.4% | -100.5% | -68.4% |
| 1Y | -73.1% | +34.8% | -107.9% | -76.8% |
| 3Y | -83.3% | +96.8% | -180.1% | -87.9% |
| 5Y | -80.6% | +238.2% | -318.8% | -88.8% |
| All | +365.8% | +194.5% | +171.2% | +164.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling