-83.3%
TTD vs ETR
+153.2%
-236.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.0% | -2.8% |
| 7D | +1.7% | +1.4% | +0.3% | +1.8% |
| 30D | +1.6% | +1.9% | -0.3% | +1.7% |
| 3M | -27.8% | +1.0% | -28.8% | -27.9% |
| 6M | -52.1% | +4.8% | -57.0% | -52.2% |
| YTD | -63.1% | +19.5% | -82.6% | -63.5% |
| 1Y | -73.1% | +28.1% | -101.2% | -73.5% |
| 3Y | -83.3% | +151.1% | -234.4% | -84.9% |
| All | -83.3% | +153.2% | -236.5% | -84.9% |
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 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