+379.4%
TTD vs EVRG
+109.0%
+270.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.3% |
| 7D | +6.3% | +1.1% | +5.2% | +6.1% |
| 30D | -23.9% | -1.0% | -22.9% | -23.7% |
| 3M | -31.4% | +0.4% | -31.8% | -31.6% |
| 6M | -42.7% | -0.8% | -41.8% | -42.8% |
| YTD | -62.0% | +15.3% | -77.3% | -63.7% |
| 1Y | -72.2% | +17.9% | -90.1% | -73.6% |
| 3Y | -81.9% | +71.9% | -153.9% | -84.9% |
| 5Y | -81.5% | +45.3% | -126.8% | -83.9% |
| All | +379.4% | +109.0% | +270.4% | +290.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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