-80.6%
TTD vs EFX
-35.1%
-45.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.2% | -0.5% |
| 7D | +1.7% | -7.8% | +9.6% | +8.3% |
| 30D | +1.6% | -5.7% | +7.3% | +6.1% |
| 3M | -27.8% | +2.5% | -30.4% | -30.6% |
| 6M | -52.1% | -16.7% | -35.4% | -46.0% |
| YTD | -63.1% | -20.2% | -42.9% | -57.4% |
| 1Y | -73.1% | -31.4% | -41.7% | -65.2% |
| 3Y | -83.3% | -10.5% | -72.8% | -85.1% |
| 5Y | -80.6% | -35.2% | -45.4% | -73.4% |
| All | -80.6% | -35.1% | -45.5% | -73.4% |
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 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