+379.4%
TTD vs EFX
+46.8%
+332.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.4% | +2.0% | 0.0% |
| 7D | +6.3% | -8.6% | +15.0% | +13.1% |
| 30D | -23.9% | +0.1% | -24.0% | -24.7% |
| 3M | -31.4% | +3.8% | -35.2% | -34.2% |
| 6M | -42.7% | -13.5% | -29.2% | -37.8% |
| YTD | -62.0% | -17.7% | -44.3% | -57.8% |
| 1Y | -72.2% | -25.6% | -46.6% | -67.3% |
| 3Y | -81.9% | -12.1% | -69.9% | -82.1% |
| 5Y | -81.5% | -33.8% | -47.7% | -77.5% |
| All | +379.4% | +46.8% | +332.6% | +319.4% |
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 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