-80.9%
TTD vs ELV
+14.8%
-95.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -4.6% | -2.2% | -2.4% | -4.3% |
| 30D | +3.7% | -0.2% | +3.9% | +3.7% |
| 3M | -30.2% | -6.1% | -24.1% | -29.8% |
| 6M | -51.4% | +42.8% | -94.2% | -53.8% |
| YTD | -63.4% | +14.4% | -77.8% | -64.1% |
| 1Y | -73.5% | +28.6% | -102.1% | -74.5% |
| 3Y | -83.5% | -7.4% | -76.0% | -83.4% |
| 5Y | -80.9% | +14.5% | -95.4% | -82.2% |
| All | -80.9% | +14.8% | -95.7% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling