-73.1%
TTD vs EW
+7.6%
-80.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.7% | -1.7% |
| 7D | +1.7% | -4.4% | +6.2% | +3.2% |
| 30D | +1.6% | -3.3% | +4.9% | +2.7% |
| 3M | -27.8% | +1.0% | -28.9% | -28.3% |
| 6M | -52.1% | +6.2% | -58.3% | -53.1% |
| YTD | -63.1% | +1.7% | -64.8% | -63.3% |
| 1Y | -73.1% | +8.1% | -81.2% | -73.0% |
| All | -73.1% | +7.6% | -80.7% | -73.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling