-84.0%
TTD vs EWZ
+45.8%
-129.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.5% |
| 7D | -4.6% | -0.1% | -4.6% | -4.6% |
| 30D | +3.7% | +8.2% | -4.5% | +0.6% |
| 3M | -30.2% | +13.3% | -43.5% | -33.6% |
| 6M | -51.4% | +3.6% | -55.0% | -52.3% |
| YTD | -63.4% | +21.0% | -84.4% | -67.2% |
| 1Y | -73.5% | +34.7% | -108.2% | -77.8% |
| All | -84.0% | +45.8% | -129.8% | -87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling