+364.1%
TTD vs EWZ
+92.3%
+271.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.6% | 0.0% |
| 7D | -7.4% | +1.1% | -8.5% | -7.9% |
| 30D | +3.0% | +13.5% | -10.5% | -3.0% |
| 3M | -27.6% | +15.2% | -42.8% | -32.5% |
| 6M | -49.5% | +3.7% | -53.2% | -50.8% |
| YTD | -63.2% | +22.5% | -85.7% | -67.2% |
| 1Y | -69.7% | +35.3% | -105.0% | -74.5% |
| 3Y | -83.3% | +50.2% | -133.5% | -86.8% |
| 5Y | -80.8% | +64.6% | -145.4% | -85.7% |
| All | +364.1% | +92.3% | +271.8% | +204.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling