+364.1%
TTD vs EWT
+483.3%
-119.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.2% | +3.3% |
| 7D | -7.4% | -1.1% | -6.3% | -6.5% |
| 30D | +3.0% | +4.8% | -1.8% | -2.4% |
| 3M | -27.6% | +11.1% | -38.7% | -38.6% |
| 6M | -49.5% | +54.6% | -104.1% | -72.1% |
| YTD | -63.2% | +71.4% | -134.6% | -82.4% |
| 1Y | -69.7% | +82.1% | -151.8% | -86.8% |
| 3Y | -83.3% | +193.2% | -276.6% | -96.4% |
| 5Y | -80.8% | +146.1% | -226.9% | -94.3% |
| All | +364.1% | +483.3% | -119.2% | -42.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling