+364.1%
TTD vs EWJ
+132.7%
+231.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.4% |
| 7D | -7.4% | -1.5% | -5.9% | -5.7% |
| 30D | +3.0% | +0.2% | +2.9% | +2.7% |
| 3M | -27.6% | +8.6% | -36.2% | -36.2% |
| 6M | -49.5% | +12.1% | -61.6% | -58.4% |
| YTD | -63.2% | +20.1% | -83.3% | -73.0% |
| 1Y | -69.7% | +25.2% | -94.9% | -79.2% |
| 3Y | -83.3% | +70.8% | -154.1% | -93.3% |
| 5Y | -80.8% | +49.2% | -130.0% | -90.2% |
| All | +364.1% | +132.7% | +231.4% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 10y: compounded portfolio wealth divided by compounded EWJ 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…
10y analysis · Full analysis span regression · 6 months rolling