-84.6%
TTD vs AXP
+91.8%
-176.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +1.0% | +14.4% | +14.6% |
| 7D | +19.0% | -1.1% | +20.1% | +20.2% |
| 30D | +23.6% | +5.2% | +18.4% | +18.6% |
| 3M | +8.2% | -4.6% | +12.8% | +12.7% |
| 6M | -35.3% | +3.2% | -38.5% | -37.0% |
| YTD | -60.7% | -11.3% | -49.3% | -57.1% |
| 1Y | -65.3% | -11.0% | -54.3% | -62.4% |
| 3Y | -80.6% | +120.2% | -200.7% | -91.6% |
| 5Y | -84.6% | +91.7% | -176.3% | -92.2% |
| All | -84.6% | +91.8% | -176.5% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling