+464.6%
TTD vs AXP
+449.9%
+14.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +1.7% |
| 7D | +5.2% | +0.6% | +4.6% | +4.8% |
| 30D | +6.9% | +5.8% | +1.1% | +3.2% |
| 3M | -26.8% | -6.0% | -20.8% | -23.7% |
| 6M | -46.1% | +0.3% | -46.4% | -46.2% |
| YTD | -65.9% | -12.3% | -53.7% | -63.3% |
| 1Y | -71.8% | -11.2% | -60.6% | -70.0% |
| 3Y | -83.3% | +117.0% | -200.3% | -90.2% |
| 5Y | -81.1% | +93.2% | -174.3% | -87.8% |
| All | +464.6% | +449.9% | +14.7% | +134.4% |
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