-75.3%
TTD vs EFV
+91.8%
-167.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.1% |
| 7D | +21.3% | +2.5% | +18.7% | +19.3% |
| 30D | +28.7% | +2.9% | +25.8% | +26.4% |
| 3M | +7.7% | -1.4% | +9.1% | +8.9% |
| 6M | -23.5% | +5.5% | -29.0% | -26.3% |
| YTD | -58.7% | +16.1% | -74.8% | -64.1% |
| 1Y | -63.4% | +20.3% | -83.7% | -69.4% |
| 3Y | -75.3% | +90.4% | -165.7% | -88.6% |
| All | -75.3% | +91.8% | -167.1% | -88.6% |
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