-64.4%
TTD vs ELF
+56.1%
-120.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.4% |
| 7D | +19.9% | +6.3% | +13.6% | +18.9% |
| 30D | +27.6% | +8.5% | +19.2% | +26.3% |
| 3M | +15.2% | +24.4% | -9.3% | +12.0% |
| 6M | -33.2% | +94.7% | -127.9% | -40.3% |
| YTD | -59.4% | +55.9% | -115.2% | -61.3% |
| 1Y | -64.4% | +48.4% | -112.8% | -65.9% |
| All | -64.4% | +56.1% | -120.5% | -65.9% |
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