+500.3%
TTD vs AXP
+414.5%
+85.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.2% |
| 7D | +20.8% | -2.1% | +22.9% | +22.5% |
| 30D | +27.1% | +2.7% | +24.5% | +25.2% |
| 3M | +14.7% | -7.3% | +22.0% | +20.7% |
| 6M | -26.8% | +1.8% | -28.6% | -27.5% |
| YTD | -59.2% | -13.1% | -46.2% | -55.8% |
| 1Y | -64.7% | -13.7% | -51.0% | -61.6% |
| 3Y | -75.8% | +113.1% | -188.9% | -85.6% |
| 5Y | -84.6% | +85.9% | -170.5% | -89.8% |
| All | +500.3% | +414.5% | +85.8% | +169.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling