+558.1%
TTD vs EW
+234.0%
+324.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.7% |
| 7D | +19.9% | +9.3% | +10.6% | +13.4% |
| 30D | +27.6% | +22.1% | +5.6% | +12.6% |
| 3M | +15.2% | +13.0% | +2.1% | +6.3% |
| 6M | -33.2% | +30.1% | -63.3% | -43.9% |
| YTD | -59.4% | +22.0% | -81.4% | -64.9% |
| 1Y | -64.4% | +23.7% | -88.1% | -69.5% |
| 3Y | -75.9% | +62.0% | -137.9% | -85.2% |
| 5Y | -82.6% | -12.4% | -70.2% | -82.3% |
| 10Y | +558.1% | +236.1% | +322.1% | +220.1% |
| All | +558.1% | +234.0% | +324.1% | +220.1% |
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