+412.3%
TTD vs EL
+47.5%
+364.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.0% | +3.2% |
| 7D | +19.9% | +7.6% | +12.3% | +15.5% |
| 30D | +27.6% | +15.7% | +12.0% | +18.4% |
| 3M | +15.2% | +30.5% | -15.4% | -1.5% |
| 6M | -33.2% | +32.5% | -65.7% | -43.9% |
| YTD | -59.4% | +9.4% | -68.8% | -63.4% |
| 1Y | -64.4% | +28.4% | -92.7% | -70.8% |
| 3Y | -75.9% | +4.4% | -80.4% | -80.7% |
| 5Y | -82.6% | -64.5% | -18.1% | -69.5% |
| 10Y | +558.1% | +64.9% | +493.2% | +420.5% |
| All | +412.3% | +47.5% | +364.8% | +377.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling