-83.4%
TTD vs EW
+14.0%
-97.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.8% | +5.4% | +3.4% |
| 7D | -0.6% | -6.2% | +5.5% | +1.1% |
| 30D | +6.3% | -9.3% | +15.6% | +9.2% |
| 3M | -24.1% | -1.6% | -22.5% | -23.9% |
| 6M | -47.4% | -0.8% | -46.6% | -47.4% |
| YTD | -62.2% | -1.0% | -61.2% | -62.3% |
| 1Y | -68.3% | +8.2% | -76.5% | -69.2% |
| 3Y | -83.4% | +12.7% | -96.1% | -86.4% |
| All | -83.4% | +14.0% | -97.4% | -86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling