-80.6%
TTD vs EW
+57.6%
-138.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.5% | +13.0% | +14.8% |
| 7D | +19.0% | +12.3% | +6.7% | +15.7% |
| 30D | +23.6% | +22.9% | +0.7% | +17.7% |
| 3M | +8.2% | +16.7% | -8.5% | +4.2% |
| 6M | -35.3% | +31.0% | -66.3% | -39.3% |
| YTD | -60.7% | +22.8% | -83.5% | -62.7% |
| 1Y | -65.3% | +25.6% | -90.8% | -67.2% |
| 3Y | -80.6% | +62.0% | -142.5% | -86.4% |
| All | -80.6% | +57.6% | -138.2% | -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