-72.2%
TTD vs ELAN
+41.2%
-113.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.4% |
| 7D | +6.3% | +1.6% | +4.7% | +6.0% |
| 30D | -23.9% | -6.6% | -17.3% | -23.1% |
| 3M | -31.4% | -0.8% | -30.5% | -31.1% |
| 6M | -42.7% | +0.2% | -42.9% | -42.3% |
| YTD | -62.0% | +8.3% | -70.2% | -62.1% |
| 1Y | -72.2% | +40.2% | -112.4% | -72.7% |
| All | -72.2% | +41.2% | -113.4% | -72.7% |
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