-26.8%
TTD vs EWT
+3.1%
-29.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.7% |
| 7D | +20.8% | +13.2% | +7.5% | +19.5% |
| 30D | +27.1% | -14.3% | +41.4% | +24.7% |
| 3M | +14.7% | -8.4% | +23.1% | +12.6% |
| 6M | -26.8% | +3.7% | -30.5% | -31.2% |
| All | -26.8% | +3.1% | -29.9% | -31.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling