-83.3%
TTD vs EFV
+92.7%
-176.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.4% |
| 7D | +1.7% | +1.0% | +0.8% | +1.1% |
| 30D | +1.6% | +0.2% | +1.4% | +1.5% |
| 3M | -27.8% | +9.6% | -37.5% | -32.7% |
| 6M | -52.1% | +14.0% | -66.2% | -57.0% |
| YTD | -63.1% | +18.5% | -81.5% | -68.6% |
| 1Y | -73.1% | +27.9% | -101.0% | -78.9% |
| 3Y | -83.3% | +92.4% | -175.7% | -92.5% |
| All | -83.3% | +92.7% | -176.0% | -92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling