-83.3%
TTD vs EL
-30.9%
-52.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.8% | -2.2% |
| 7D | +1.7% | +1.7% | +0.1% | +1.2% |
| 30D | +1.6% | +15.5% | -13.9% | -3.1% |
| 3M | -27.8% | +20.6% | -48.4% | -32.3% |
| 6M | -52.1% | +10.5% | -62.6% | -54.2% |
| YTD | -63.1% | -1.9% | -61.2% | -63.9% |
| 1Y | -73.1% | +16.1% | -89.1% | -75.1% |
| 3Y | -83.3% | -30.2% | -53.1% | -83.5% |
| All | -83.3% | -30.9% | -52.3% | -83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling