-72.0%
TTD vs ELAN
+13.9%
-85.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +2.1% |
| 7D | +3.7% | +11.7% | -8.1% | +0.8% |
| 30D | +10.4% | +12.4% | -2.0% | +7.2% |
| 3M | -31.6% | -1.1% | -30.5% | -31.7% |
| 6M | -45.1% | +12.4% | -57.5% | -45.7% |
| YTD | -65.1% | +11.8% | -77.0% | -65.8% |
| 1Y | -72.0% | +12.5% | -84.5% | -72.5% |
| All | -72.0% | +13.9% | -85.8% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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