-2.1%
TTD vs ELAN
-25.7%
+23.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.7% | -2.0% |
| 7D | +1.7% | +0.3% | +1.5% | +1.7% |
| 30D | +1.6% | +8.4% | -6.8% | -1.7% |
| 3M | -27.8% | +1.2% | -29.1% | -28.1% |
| 6M | -52.1% | +2.6% | -54.7% | -53.5% |
| YTD | -63.1% | +5.9% | -69.0% | -64.7% |
| 1Y | -73.1% | +25.8% | -98.9% | -76.2% |
| 3Y | -83.3% | +106.8% | -190.1% | -89.7% |
| 5Y | -80.6% | -29.3% | -51.3% | -79.7% |
| All | -2.1% | -25.7% | +23.6% | -8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling