-80.8%
TTD vs EL
-67.1%
-13.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.0% | -7.3% | -5.8% |
| 7D | +6.3% | +0.8% | +5.5% | +5.8% |
| 30D | -23.9% | +19.8% | -43.7% | -31.1% |
| 3M | -31.4% | +25.7% | -57.1% | -39.4% |
| 6M | -42.7% | +5.4% | -48.1% | -45.5% |
| YTD | -62.0% | +0.2% | -62.2% | -63.7% |
| 1Y | -72.2% | +20.4% | -92.6% | -76.2% |
| 3Y | -81.9% | -32.1% | -49.8% | -80.2% |
| All | -80.8% | -67.1% | -13.7% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling