+508.5%
TTD vs EL
+62.2%
+446.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +0.8% |
| 7D | +21.3% | +1.5% | +19.7% | +20.5% |
| 30D | +28.7% | +10.0% | +18.7% | +22.6% |
| 3M | +7.7% | +28.4% | -20.7% | -7.0% |
| 6M | -23.5% | +37.1% | -60.5% | -36.9% |
| YTD | -58.7% | +7.8% | -66.5% | -62.5% |
| 1Y | -63.4% | +26.0% | -89.5% | -69.8% |
| 3Y | -75.3% | +3.8% | -79.1% | -80.2% |
| 5Y | -84.4% | -65.2% | -19.2% | -72.3% |
| All | +508.5% | +62.2% | +446.3% | +478.9% |
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