-85.1%
TTD vs EWZ
+53.9%
-139.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.8% |
| 7D | +21.3% | +0.8% | +20.5% | +21.0% |
| 30D | +28.7% | -24.4% | +53.1% | +43.2% |
| 3M | +7.7% | -4.6% | +12.3% | +6.2% |
| 6M | -23.5% | -11.6% | -11.9% | -21.9% |
| YTD | -58.7% | +2.4% | -61.1% | -61.8% |
| 1Y | -63.4% | +2.1% | -65.5% | -66.3% |
| 3Y | -75.3% | +18.7% | -94.0% | -79.5% |
| All | -85.1% | +53.9% | -139.1% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling