-72.2%
TTD vs EXC
+2.6%
-74.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -4.7% |
| 7D | +6.3% | -0.7% | +7.0% | +6.2% |
| 30D | -23.9% | -4.6% | -19.3% | -24.6% |
| 3M | -31.4% | -2.2% | -29.2% | -31.3% |
| 6M | -42.7% | -10.6% | -32.1% | -43.9% |
| YTD | -62.0% | +1.9% | -63.9% | -61.6% |
| 1Y | -72.2% | +3.4% | -75.6% | -72.1% |
| All | -72.2% | +2.6% | -74.8% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling