-72.0%
TTD vs EWT
+54.0%
-126.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +2.9% |
| 7D | +3.7% | -10.9% | +14.6% | +4.4% |
| 30D | +10.4% | -17.7% | +28.2% | +11.8% |
| 3M | -31.6% | -5.0% | -26.6% | -31.8% |
| 6M | -45.1% | +7.4% | -52.5% | -47.1% |
| YTD | -65.1% | +52.8% | -118.0% | -71.0% |
| 1Y | -72.0% | +55.2% | -127.2% | -76.9% |
| All | -72.0% | +54.0% | -126.0% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling