-80.9%
TTD vs EFV
+95.4%
-176.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | +0.1% |
| 7D | -4.6% | -0.5% | -4.1% | -4.0% |
| 30D | +3.7% | 0.0% | +3.6% | +3.7% |
| 3M | -30.2% | +8.4% | -38.6% | -37.1% |
| 6M | -51.4% | +12.3% | -63.7% | -58.6% |
| YTD | -63.4% | +17.4% | -80.8% | -71.2% |
| 1Y | -73.5% | +27.1% | -100.6% | -81.4% |
| 3Y | -83.5% | +90.7% | -174.2% | -94.0% |
| 5Y | -80.9% | +95.6% | -176.6% | -93.3% |
| All | -80.9% | +95.4% | -176.3% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling