-72.2%
TTD vs ELF
-17.5%
-54.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.1% | -6.5% | -4.6% |
| 7D | +6.3% | +5.4% | +1.0% | +5.7% |
| 30D | -23.9% | +27.0% | -50.9% | -26.6% |
| 3M | -31.4% | +113.2% | -144.6% | -38.8% |
| 6M | -42.7% | +36.6% | -79.2% | -45.8% |
| YTD | -62.0% | +44.2% | -106.2% | -64.3% |
| 1Y | -72.2% | -18.0% | -54.2% | -72.5% |
| All | -72.2% | -17.5% | -54.7% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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