+416.6%
TTD vs ELF
+397.3%
+19.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.8% | +12.7% | +14.7% |
| 7D | +19.0% | +7.8% | +11.1% | +16.5% |
| 30D | +23.6% | +9.3% | +14.3% | +20.7% |
| 3M | +8.2% | +21.2% | -13.0% | +2.0% |
| 6M | -35.3% | +96.1% | -131.4% | -47.9% |
| YTD | -60.7% | +57.0% | -117.6% | -66.8% |
| 1Y | -65.3% | +61.9% | -127.1% | -71.1% |
| 3Y | -80.6% | +20.0% | -100.6% | -85.4% |
| 5Y | -84.6% | +284.8% | -369.4% | -92.9% |
| 10Y | +550.5% | +364.2% | +186.3% | +119.9% |
| All | +416.6% | +397.3% | +19.3% | +78.1% |
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