-65.5%
TTD vs EW
+26.8%
-92.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.5% | +13.0% | +14.5% |
| 7D | +19.0% | +12.3% | +6.7% | +14.3% |
| 30D | +23.6% | +22.9% | +0.7% | +16.0% |
| 3M | +8.2% | +16.7% | -8.5% | +2.8% |
| 6M | -35.3% | +31.0% | -66.3% | -40.0% |
| YTD | -60.7% | +22.8% | -83.5% | -63.1% |
| All | -65.5% | +26.8% | -92.3% | -68.0% |
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