-69.7%
TTD vs EWJ
+24.8%
-94.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | -7.4% | -1.5% | -5.9% | -7.5% |
| 30D | +3.0% | +0.2% | +2.9% | +3.0% |
| 3M | -27.6% | +8.6% | -36.2% | -27.0% |
| 6M | -49.5% | +12.1% | -61.6% | -49.1% |
| YTD | -63.2% | +20.1% | -83.3% | -65.3% |
| 1Y | -69.7% | +25.2% | -94.9% | -71.9% |
| All | -69.7% | +24.8% | -94.5% | -71.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling