+420.9%
TTD vs EFX
+56.0%
+364.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +0.9% |
| 7D | +21.3% | -0.8% | +22.0% | +21.9% |
| 30D | +28.7% | +25.1% | +3.6% | +9.4% |
| 3M | +7.7% | +1.7% | +6.0% | +5.2% |
| 6M | -23.5% | +18.4% | -41.8% | -33.6% |
| YTD | -58.7% | -12.5% | -46.2% | -56.4% |
| 1Y | -63.4% | -8.1% | -55.3% | -62.9% |
| 3Y | -75.3% | +4.8% | -80.1% | -78.7% |
| 5Y | -84.4% | -30.1% | -54.2% | -81.8% |
| 10Y | +516.1% | +81.5% | +434.7% | +304.1% |
| All | +420.9% | +56.0% | +364.9% | +332.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling