-72.0%
TTD vs ELF
-3.2%
-68.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.6% |
| 7D | +3.7% | -1.5% | +5.2% | +3.9% |
| 30D | +10.4% | +9.5% | +0.9% | +9.3% |
| 3M | -31.6% | +29.4% | -61.0% | -34.0% |
| 6M | -45.1% | +83.7% | -128.8% | -50.0% |
| YTD | -65.1% | +49.4% | -114.6% | -67.3% |
| 1Y | -72.0% | -3.9% | -68.1% | -72.8% |
| All | -72.0% | -3.2% | -68.7% | -72.8% |
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