-84.0%
TTD vs EWJ
+70.3%
-154.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -4.6% | +1.0% | -5.6% | -5.1% |
| 30D | +3.7% | +1.0% | +2.7% | +3.2% |
| 3M | -30.2% | +7.2% | -37.4% | -33.3% |
| 6M | -51.4% | +13.9% | -65.3% | -55.6% |
| YTD | -63.4% | +20.8% | -84.2% | -68.7% |
| 1Y | -73.5% | +26.4% | -99.9% | -78.2% |
| All | -84.0% | +70.3% | -154.2% | -91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling