-80.9%
TTD vs EWJ
+50.3%
-131.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | 0.0% |
| 7D | -4.6% | +1.0% | -5.6% | -5.6% |
| 30D | +3.7% | +1.0% | +2.7% | +2.5% |
| 3M | -30.2% | +7.2% | -37.4% | -36.6% |
| 6M | -51.4% | +13.9% | -65.3% | -59.8% |
| YTD | -63.4% | +20.8% | -84.2% | -72.7% |
| 1Y | -73.5% | +26.4% | -99.9% | -81.6% |
| 3Y | -83.5% | +71.8% | -155.2% | -93.7% |
| 5Y | -80.9% | +49.9% | -130.8% | -90.5% |
| All | -80.9% | +50.3% | -131.2% | -90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling