+399.3%
TTD vs ELF
+357.0%
+42.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.1% | -6.5% | -5.0% |
| 7D | +6.3% | +5.4% | +1.0% | +4.7% |
| 30D | -23.9% | +27.0% | -50.9% | -29.7% |
| 3M | -31.4% | +113.2% | -144.6% | -45.9% |
| 6M | -42.7% | +36.6% | -79.2% | -48.9% |
| YTD | -62.0% | +44.2% | -106.2% | -67.1% |
| 1Y | -72.2% | -18.0% | -54.2% | -72.5% |
| 3Y | -81.9% | -19.9% | -62.0% | -84.5% |
| 5Y | -81.5% | +257.7% | -339.2% | -91.4% |
| All | +399.3% | +357.0% | +42.3% | +76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling