-83.3%
TTD vs ELF
-23.6%
-59.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.9% | +2.0% | -2.0% |
| 7D | +1.7% | -1.2% | +2.9% | +1.9% |
| 30D | +1.6% | +5.9% | -4.3% | +0.5% |
| 3M | -27.8% | +99.5% | -127.4% | -36.5% |
| 6M | -52.1% | +26.5% | -78.6% | -54.7% |
| YTD | -63.1% | +37.2% | -100.2% | -65.7% |
| 1Y | -73.1% | -24.4% | -48.6% | -72.7% |
| 3Y | -83.3% | -23.3% | -60.0% | -85.6% |
| All | -83.3% | -23.6% | -59.7% | -85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling