-75.6%
TTD vs EWJ
+65.9%
-141.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.8% |
| 7D | +20.8% | +3.6% | +17.1% | +18.8% |
| 30D | +27.1% | -6.0% | +33.1% | +30.9% |
| 3M | +14.7% | -6.5% | +21.1% | +18.3% |
| 6M | -26.8% | -0.1% | -26.7% | -27.5% |
| YTD | -59.2% | +13.9% | -73.2% | -64.0% |
| 1Y | -64.7% | +13.1% | -77.8% | -68.6% |
| All | -75.6% | +65.9% | -141.5% | -86.1% |
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