+380.3%
TTD vs ELF
+317.0%
+63.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | +0.2% |
| 7D | -4.6% | -6.8% | +2.2% | -2.7% |
| 30D | +3.7% | +5.1% | -1.4% | +1.9% |
| 3M | -30.2% | +79.8% | -110.0% | -42.2% |
| 6M | -51.4% | +29.7% | -81.1% | -56.1% |
| YTD | -63.4% | +31.6% | -95.1% | -67.5% |
| 1Y | -73.5% | -27.9% | -45.6% | -72.8% |
| 3Y | -83.5% | -26.4% | -57.0% | -85.4% |
| 5Y | -80.9% | +235.6% | -316.6% | -90.9% |
| All | +380.3% | +317.0% | +63.3% | +74.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling