+365.8%
TTD vs IEFA
+148.0%
+217.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.3% | -2.0% |
| 7D | +1.7% | +1.2% | +0.6% | +0.1% |
| 30D | +1.6% | -0.6% | +2.2% | +2.5% |
| 3M | -27.8% | +6.2% | -34.1% | -34.9% |
| 6M | -52.1% | +11.2% | -63.3% | -60.5% |
| YTD | -63.1% | +14.2% | -77.2% | -71.2% |
| 1Y | -73.1% | +20.0% | -93.1% | -80.7% |
| 3Y | -83.3% | +68.8% | -152.1% | -93.2% |
| 5Y | -80.6% | +52.7% | -133.3% | -90.2% |
| All | +365.8% | +148.0% | +217.8% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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