+376.4%
TTD vs ETR
+286.9%
+89.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | -0.6% | -1.8% | +1.2% | -0.1% |
| 30D | +6.3% | -1.8% | +8.1% | +6.8% |
| 3M | -24.1% | -3.6% | -20.5% | -23.5% |
| 6M | -47.4% | +2.6% | -50.1% | -48.5% |
| YTD | -62.2% | +16.0% | -78.2% | -64.8% |
| 1Y | -68.3% | +20.1% | -88.4% | -70.9% |
| 3Y | -83.4% | +143.6% | -227.0% | -89.0% |
| 5Y | -80.3% | +124.4% | -204.7% | -86.7% |
| All | +376.4% | +286.9% | +89.5% | +193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling