-72.0%
TTD vs AXP
-6.4%
-65.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +1.8% |
| 7D | +3.7% | +4.6% | -0.9% | +1.4% |
| 30D | +10.4% | +9.7% | +0.7% | +5.5% |
| 3M | -31.6% | -3.8% | -27.8% | -30.7% |
| 6M | -45.1% | +4.8% | -49.9% | -46.2% |
| YTD | -65.1% | -9.1% | -56.1% | -63.8% |
| 1Y | -72.0% | -6.7% | -65.3% | -71.5% |
| All | -72.0% | -6.4% | -65.6% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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