-79.9%
TTD vs ELAN
-30.9%
-48.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.3% | +2.1% |
| 7D | -0.6% | -5.4% | +4.8% | +1.5% |
| 30D | +6.3% | +4.7% | +1.6% | +4.2% |
| 3M | -24.1% | -3.7% | -20.5% | -22.8% |
| 6M | -47.4% | -1.2% | -46.2% | -48.1% |
| YTD | -62.2% | +2.4% | -64.6% | -63.4% |
| 1Y | -68.3% | +23.4% | -91.7% | -71.7% |
| 3Y | -83.4% | +96.7% | -180.1% | -89.9% |
| All | -79.9% | -30.9% | -48.9% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling