+558.1%
TTD vs AXP
+435.0%
+123.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.5% | +3.5% |
| 7D | +19.9% | -0.6% | +20.5% | +20.5% |
| 30D | +27.6% | +5.0% | +22.7% | +23.9% |
| 3M | +15.2% | -4.2% | +19.4% | +18.7% |
| 6M | -33.2% | +2.9% | -36.1% | -34.3% |
| YTD | -59.4% | -11.6% | -47.8% | -56.4% |
| 1Y | -64.4% | -11.1% | -53.3% | -62.0% |
| 3Y | -75.9% | +116.7% | -192.6% | -85.8% |
| 5Y | -82.6% | +89.6% | -172.2% | -88.7% |
| 10Y | +558.1% | +428.4% | +129.7% | +181.3% |
| All | +558.1% | +435.0% | +123.1% | +181.3% |
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