-83.3%
TTD vs ELF
+18.9%
-102.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | 0.0% |
| 7D | +5.2% | +4.0% | +1.2% | +4.5% |
| 30D | +6.9% | +10.6% | -3.6% | +5.3% |
| 3M | -26.8% | +25.8% | -52.6% | -29.9% |
| 6M | -46.1% | +89.1% | -135.2% | -52.2% |
| YTD | -65.9% | +52.7% | -118.7% | -68.9% |
| 1Y | -71.8% | +51.7% | -123.6% | -74.3% |
| 3Y | -83.3% | +14.2% | -97.5% | -89.6% |
| All | -83.3% | +18.9% | -102.2% | -89.6% |
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