-72.0%
TTD vs EFV
+25.8%
-97.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.3% | +2.8% |
| 7D | +3.7% | +2.9% | +0.8% | +3.6% |
| 30D | +10.4% | +3.6% | +6.9% | +10.4% |
| 3M | -31.6% | -0.1% | -31.5% | -31.7% |
| 6M | -45.1% | +9.6% | -54.7% | -44.3% |
| YTD | -65.1% | +17.0% | -82.1% | -67.1% |
| 1Y | -72.0% | +25.7% | -97.6% | -76.0% |
| All | -72.0% | +25.8% | -97.8% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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