+420.9%
TTD vs EWJ
+121.4%
+299.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.0% |
| 7D | +21.3% | +4.0% | +17.3% | +16.2% |
| 30D | +28.7% | -4.3% | +33.0% | +35.8% |
| 3M | +7.7% | -6.8% | +14.5% | +16.9% |
| 6M | -23.5% | -0.9% | -22.6% | -24.9% |
| YTD | -58.7% | +14.3% | -73.0% | -67.9% |
| 1Y | -63.4% | +15.3% | -78.7% | -72.0% |
| 3Y | -75.3% | +65.6% | -140.9% | -89.8% |
| 5Y | -84.4% | +47.5% | -131.8% | -92.0% |
| 10Y | +516.1% | +126.2% | +389.9% | +90.9% |
| All | +420.9% | +121.4% | +299.5% | +68.7% |
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