+376.4%
TTD vs EFX
+40.1%
+336.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.1% | +2.3% |
| 7D | -0.6% | -4.5% | +3.9% | +2.6% |
| 30D | +6.3% | -6.1% | +12.4% | +10.8% |
| 3M | -24.1% | +6.2% | -30.3% | -28.4% |
| 6M | -47.4% | -11.2% | -36.2% | -44.0% |
| YTD | -62.2% | -21.4% | -40.8% | -56.7% |
| 1Y | -68.3% | -34.3% | -34.0% | -59.1% |
| 3Y | -83.4% | -12.5% | -70.9% | -83.6% |
| 5Y | -80.3% | -35.6% | -44.7% | -75.4% |
| All | +376.4% | +40.1% | +336.3% | +330.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling