+396.0%
TTD vs EW
+167.4%
+228.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.5% | +13.0% | +13.9% |
| 7D | +19.0% | +12.3% | +6.7% | +10.8% |
| 30D | +23.6% | +22.9% | +0.7% | +8.9% |
| 3M | +8.2% | +16.7% | -8.5% | -2.0% |
| 6M | -35.3% | +31.0% | -66.3% | -45.6% |
| YTD | -60.7% | +22.8% | -83.5% | -66.0% |
| 1Y | -65.3% | +25.6% | -90.8% | -70.4% |
| 3Y | -80.6% | +62.0% | -142.5% | -87.8% |
| 5Y | -84.6% | -12.8% | -71.9% | -84.3% |
| 10Y | +550.5% | +239.8% | +310.8% | +229.1% |
| All | +396.0% | +167.4% | +228.6% | +164.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling