-83.8%
TTD vs ELV
-6.5%
-77.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.5% | -2.8% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | +1.6% | +2.0% | -0.4% | +1.6% |
| 3M | -27.8% | -3.5% | -24.4% | -28.0% |
| 6M | -52.1% | +40.2% | -92.3% | -51.6% |
| YTD | -63.1% | +15.8% | -78.9% | -62.5% |
| 1Y | -73.1% | +33.2% | -106.2% | -72.5% |
| All | -83.8% | -6.5% | -77.3% | -83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling