-84.0%
TTD vs EWT
+200.7%
-284.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -4.6% | +2.1% | -6.7% | -5.7% |
| 30D | +3.7% | +9.4% | -5.7% | -1.3% |
| 3M | -30.2% | +10.9% | -41.1% | -35.4% |
| 6M | -51.4% | +57.9% | -109.3% | -65.6% |
| YTD | -63.4% | +75.9% | -139.4% | -76.7% |
| 1Y | -73.5% | +89.7% | -163.2% | -84.3% |
| All | -84.0% | +200.7% | -284.6% | -94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling