-80.8%
TTD vs AXP
+118.2%
-199.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -3.5% |
| 7D | +6.3% | -2.1% | +8.5% | +8.2% |
| 30D | -23.9% | -6.5% | -17.4% | -19.5% |
| 3M | -31.4% | +4.6% | -36.0% | -34.0% |
| 6M | -42.7% | +5.4% | -48.1% | -45.6% |
| YTD | -62.0% | -11.1% | -50.9% | -58.7% |
| 1Y | -72.2% | -0.3% | -71.9% | -73.0% |
| 3Y | -81.9% | +111.6% | -193.5% | -91.6% |
| All | -80.8% | +118.2% | -199.0% | -91.3% |
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 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