+414.0%
TTD vs EWJ
+120.7%
+293.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.3% |
| 7D | +20.8% | +3.6% | +17.1% | +16.2% |
| 30D | +27.1% | -6.0% | +33.1% | +37.1% |
| 3M | +14.7% | -6.5% | +21.1% | +24.0% |
| 6M | -26.8% | -0.1% | -26.7% | -29.0% |
| YTD | -59.2% | +13.9% | -73.2% | -68.2% |
| 1Y | -64.7% | +13.1% | -77.8% | -72.3% |
| 3Y | -75.8% | +65.0% | -140.8% | -90.0% |
| 5Y | -84.6% | +47.0% | -131.6% | -92.0% |
| 10Y | +507.9% | +125.5% | +382.4% | +89.1% |
| All | +414.0% | +120.7% | +293.2% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling