-42.7%
TTD vs AXP
+6.1%
-48.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -3.8% |
| 7D | +6.3% | -2.1% | +8.5% | +7.4% |
| 30D | -23.9% | -6.5% | -17.4% | -21.4% |
| 3M | -31.4% | +4.6% | -36.0% | -31.8% |
| 6M | -42.7% | +5.4% | -48.1% | -43.1% |
| All | -42.7% | +6.1% | -48.8% | -43.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling