+508.5%
TTD vs ETR
+378.9%
+129.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +21.3% | +1.2% | +20.1% | +20.9% |
| 30D | +28.7% | +7.0% | +21.7% | +26.0% |
| 3M | +7.7% | +4.6% | +3.1% | +6.1% |
| 6M | -23.5% | +0.1% | -23.6% | -24.0% |
| YTD | -58.7% | +23.2% | -81.9% | -62.3% |
| 1Y | -63.4% | +20.6% | -84.0% | -66.4% |
| 3Y | -75.3% | +156.3% | -231.6% | -83.9% |
| 5Y | -84.4% | +159.6% | -244.0% | -90.0% |
| All | +508.5% | +378.9% | +129.5% | +235.5% |
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