-74.8%
TTD vs ETR
+155.6%
-230.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.4% | +3.6% |
| 7D | +20.8% | +0.1% | +20.7% | +20.8% |
| 30D | +33.8% | +7.7% | +26.1% | +34.5% |
| 3M | +17.8% | +5.7% | +12.1% | +18.3% |
| 6M | -25.7% | -0.3% | -25.5% | -25.6% |
| YTD | -57.9% | +23.4% | -81.3% | -58.1% |
| 1Y | -63.8% | +18.5% | -82.3% | -63.9% |
| All | -74.8% | +155.6% | -230.4% | -76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling