-68.3%
TTD vs EFV
+27.7%
-96.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.6% | +2.7% |
| 7D | -0.6% | -0.8% | +0.2% | -0.7% |
| 30D | +6.3% | +0.6% | +5.7% | +6.4% |
| 3M | -24.1% | +7.5% | -31.7% | -23.5% |
| 6M | -47.4% | +13.0% | -60.5% | -46.7% |
| YTD | -62.2% | +18.3% | -80.5% | -64.0% |
| 1Y | -68.3% | +26.7% | -95.0% | -71.5% |
| All | -68.3% | +27.7% | -96.0% | -71.5% |
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