-72.2%
TTD vs ELV
+34.8%
-107.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -4.2% |
| 7D | +6.3% | +3.3% | +3.0% | +6.1% |
| 30D | -23.9% | +4.2% | -28.0% | -24.2% |
| 3M | -31.4% | -0.1% | -31.3% | -31.7% |
| 6M | -42.7% | +41.3% | -83.9% | -43.6% |
| YTD | -62.0% | +17.4% | -79.4% | -61.3% |
| 1Y | -72.2% | +35.1% | -107.3% | -73.1% |
| All | -72.2% | +34.8% | -107.0% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling