-64.4%
TTD vs EL
+30.6%
-94.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.0% | +3.2% |
| 7D | +19.9% | +7.6% | +12.3% | +17.6% |
| 30D | +27.6% | +15.7% | +12.0% | +23.0% |
| 3M | +15.2% | +30.5% | -15.4% | +6.8% |
| 6M | -33.2% | +32.5% | -65.7% | -38.8% |
| YTD | -59.4% | +9.4% | -68.8% | -62.9% |
| 1Y | -64.4% | +28.4% | -92.7% | -69.6% |
| All | -64.4% | +30.6% | -94.9% | -69.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling