-83.3%
TTD vs EL
+3.8%
-87.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.3% |
| 7D | +5.2% | +0.8% | +4.4% | +4.9% |
| 30D | +6.9% | +16.5% | -9.6% | +2.1% |
| 3M | -26.8% | +29.2% | -56.0% | -33.0% |
| 6M | -46.1% | +27.9% | -74.1% | -50.6% |
| YTD | -65.9% | +6.2% | -72.1% | -67.6% |
| 1Y | -71.8% | +27.2% | -99.0% | -74.7% |
| 3Y | -83.3% | +3.2% | -86.5% | -87.1% |
| All | -83.3% | +3.8% | -87.1% | -87.1% |
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