+433.6%
TTD vs ELF
+393.8%
+39.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.5% |
| 7D | +19.9% | +6.3% | +13.6% | +17.9% |
| 30D | +27.6% | +8.5% | +19.2% | +24.9% |
| 3M | +15.2% | +24.4% | -9.3% | +7.8% |
| 6M | -33.2% | +94.7% | -127.9% | -46.0% |
| YTD | -59.4% | +55.9% | -115.2% | -65.6% |
| 1Y | -64.4% | +48.4% | -112.8% | -69.5% |
| 3Y | -75.9% | +24.6% | -100.5% | -82.2% |
| 5Y | -82.6% | +285.0% | -367.6% | -92.0% |
| 10Y | +558.1% | +357.2% | +200.9% | +124.3% |
| All | +433.6% | +393.8% | +39.8% | +84.3% |
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