-80.8%
TTD vs EW
-25.6%
-55.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.5% |
| 7D | +6.3% | -0.3% | +6.7% | +6.5% |
| 30D | -23.9% | +1.0% | -24.9% | -24.5% |
| 3M | -31.4% | +2.8% | -34.2% | -32.8% |
| 6M | -42.7% | +5.5% | -48.2% | -45.0% |
| YTD | -62.0% | +5.5% | -67.4% | -63.7% |
| 1Y | -72.2% | +11.0% | -83.2% | -74.4% |
| 3Y | -81.9% | +17.7% | -99.6% | -86.3% |
| All | -80.8% | -25.6% | -55.2% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling