+365.8%
TTD vs EXC
+157.2%
+208.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.6% | -3.1% |
| 7D | +1.7% | +1.2% | +0.5% | +1.3% |
| 30D | +1.6% | -2.7% | +4.3% | +2.7% |
| 3M | -27.8% | -1.0% | -26.9% | -27.7% |
| 6M | -52.1% | -9.3% | -42.9% | -50.5% |
| YTD | -63.1% | +3.6% | -66.7% | -64.0% |
| 1Y | -73.1% | +5.9% | -79.0% | -74.1% |
| 3Y | -83.3% | +21.3% | -104.6% | -85.5% |
| 5Y | -80.6% | +46.2% | -126.8% | -85.1% |
| All | +365.8% | +157.2% | +208.5% | +194.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling