+379.4%
TTD vs AXP
+484.9%
-105.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -3.7% |
| 7D | +6.3% | -2.1% | +8.5% | +7.8% |
| 30D | -23.9% | -6.5% | -17.4% | -20.4% |
| 3M | -31.4% | +4.6% | -36.0% | -33.4% |
| 6M | -42.7% | +5.4% | -48.1% | -44.9% |
| YTD | -62.0% | -11.1% | -50.9% | -59.4% |
| 1Y | -72.2% | -0.3% | -71.9% | -72.7% |
| 3Y | -81.9% | +111.6% | -193.5% | -89.2% |
| 5Y | -81.5% | +117.6% | -199.1% | -88.9% |
| All | +379.4% | +484.9% | -105.5% | +79.5% |
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