+379.4%
TTD vs EWT
+500.7%
-121.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.2% | -6.3% |
| 7D | +6.3% | +4.0% | +2.4% | +1.9% |
| 30D | -23.9% | +10.3% | -34.2% | -31.8% |
| 3M | -31.4% | +6.1% | -37.5% | -38.6% |
| 6M | -42.7% | +56.6% | -99.3% | -68.8% |
| YTD | -62.0% | +76.6% | -138.6% | -82.4% |
| 1Y | -72.2% | +97.9% | -170.1% | -89.0% |
| 3Y | -81.9% | +198.0% | -279.9% | -96.1% |
| 5Y | -81.5% | +151.8% | -233.3% | -94.6% |
| All | +379.4% | +500.7% | -121.3% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling