+361.1%
TTD vs EL
+28.5%
+332.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | +0.5% |
| 7D | -4.6% | -2.4% | -2.3% | -3.5% |
| 30D | +3.7% | +13.7% | -10.0% | -4.3% |
| 3M | -30.2% | +14.5% | -44.7% | -36.2% |
| 6M | -51.4% | +7.4% | -58.8% | -54.5% |
| YTD | -63.4% | -4.7% | -58.7% | -64.5% |
| 1Y | -73.5% | +12.9% | -86.4% | -77.0% |
| 3Y | -83.5% | -32.2% | -51.2% | -82.7% |
| 5Y | -80.9% | -68.4% | -12.5% | -64.6% |
| All | +361.1% | +28.5% | +332.7% | +363.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling