-72.0%
TTD vs ELV
+42.6%
-114.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.9% | -2.1% | +2.3% |
| 7D | +3.7% | +4.8% | -1.1% | +3.2% |
| 30D | +10.4% | +10.1% | +0.4% | +9.5% |
| 3M | -31.6% | +15.4% | -47.0% | -32.2% |
| 6M | -45.1% | +17.7% | -62.8% | -45.3% |
| YTD | -65.1% | +25.7% | -90.8% | -63.7% |
| 1Y | -72.0% | +39.9% | -111.9% | -71.0% |
| All | -72.0% | +42.6% | -114.6% | -71.0% |
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