-82.5%
TTD vs EFX
-29.6%
-52.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | +20.8% | -2.0% | +22.8% | +22.5% |
| 30D | +33.8% | +27.9% | +6.0% | +9.6% |
| 3M | +17.8% | +3.8% | +14.0% | +13.0% |
| 6M | -25.7% | +13.0% | -38.7% | -34.6% |
| YTD | -57.9% | -12.4% | -45.5% | -55.3% |
| 1Y | -63.8% | -10.4% | -53.5% | -62.5% |
| 3Y | -75.0% | +4.4% | -79.5% | -81.0% |
| 5Y | -82.5% | -28.9% | -53.7% | -79.8% |
| All | -82.5% | -29.6% | -52.9% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling