+325.6%
TTD vs AXP
+484.6%
-159.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -1.7% |
| 7D | -1.9% | +0.4% | -2.3% | -2.1% |
| 30D | +7.5% | +7.0% | +0.4% | +3.0% |
| 3M | -32.4% | -6.6% | -25.8% | -29.2% |
| 6M | -47.9% | +3.5% | -51.4% | -49.0% |
| YTD | -66.3% | -11.2% | -55.1% | -63.9% |
| 1Y | -73.1% | -10.2% | -63.0% | -71.6% |
| 3Y | -83.8% | +120.0% | -203.9% | -90.5% |
| 5Y | -81.3% | +95.6% | -176.9% | -88.0% |
| 10Y | +436.7% | +468.1% | -31.5% | +105.2% |
| All | +325.6% | +484.6% | -159.0% | +59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling