-83.4%
TTD vs ELAN
+99.1%
-182.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.3% | +2.4% |
| 7D | -0.6% | -5.4% | +4.8% | +0.5% |
| 30D | +6.3% | +4.7% | +1.6% | +5.2% |
| 3M | -24.1% | -3.7% | -20.5% | -23.3% |
| 6M | -47.4% | -1.2% | -46.2% | -47.5% |
| YTD | -62.2% | +2.4% | -64.6% | -62.6% |
| 1Y | -68.3% | +23.4% | -91.7% | -69.8% |
| 3Y | -83.4% | +96.7% | -180.1% | -87.7% |
| All | -83.4% | +99.1% | -182.5% | -87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling