-75.3%
TTD vs EW
+62.8%
-138.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.0% |
| 7D | +21.3% | +4.9% | +16.4% | +19.9% |
| 30D | +28.7% | +23.9% | +4.8% | +22.4% |
| 3M | +7.7% | +15.8% | -8.1% | +3.9% |
| 6M | -23.5% | +31.7% | -55.1% | -28.2% |
| YTD | -58.7% | +25.7% | -84.4% | -61.0% |
| 1Y | -63.4% | +24.4% | -87.9% | -65.4% |
| 3Y | -75.3% | +65.9% | -141.2% | -79.9% |
| All | -75.3% | +62.8% | -138.1% | -79.9% |
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