+365.8%
TTD vs EW
+121.4%
+244.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.7% | -0.6% |
| 7D | +1.7% | -4.4% | +6.2% | +4.7% |
| 30D | +1.6% | -3.3% | +4.9% | +3.7% |
| 3M | -27.8% | +1.0% | -28.9% | -28.6% |
| 6M | -52.1% | +6.2% | -58.3% | -54.3% |
| YTD | -63.1% | +1.7% | -64.8% | -64.0% |
| 1Y | -73.1% | +8.1% | -81.2% | -74.9% |
| 3Y | -83.3% | +17.1% | -100.4% | -86.8% |
| 5Y | -80.6% | -29.4% | -51.3% | -77.4% |
| All | +365.8% | +121.4% | +244.3% | +179.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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