-72.2%
TTD vs EWZ
+36.3%
-108.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.3% |
| 7D | +6.3% | +6.5% | -0.2% | +6.2% |
| 30D | -23.9% | +4.8% | -28.7% | -24.0% |
| 3M | -31.4% | +9.9% | -41.3% | -31.4% |
| 6M | -42.7% | +1.9% | -44.6% | -42.8% |
| YTD | -62.0% | +20.3% | -82.3% | -63.1% |
| 1Y | -72.2% | +35.6% | -107.8% | -73.8% |
| All | -72.2% | +36.3% | -108.5% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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