+414.0%
TTD vs EFX
+54.9%
+359.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.6% |
| 7D | +20.8% | -3.6% | +24.4% | +23.8% |
| 30D | +27.1% | +25.3% | +1.8% | +7.9% |
| 3M | +14.7% | +3.8% | +10.9% | +10.5% |
| 6M | -26.8% | +12.7% | -39.5% | -34.3% |
| YTD | -59.2% | -13.1% | -46.1% | -56.8% |
| 1Y | -64.7% | -9.3% | -55.3% | -63.8% |
| 3Y | -75.8% | +3.5% | -79.4% | -78.9% |
| 5Y | -84.6% | -30.6% | -54.0% | -81.9% |
| 10Y | +507.9% | +80.2% | +427.7% | +300.7% |
| All | +414.0% | +54.9% | +359.1% | +329.1% |
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