-64.7%
TTD vs EXC
+3.2%
-67.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +20.8% | -1.9% | +22.7% | +20.4% |
| 30D | +27.1% | +7.8% | +19.3% | +28.7% |
| 3M | +14.7% | +1.9% | +12.8% | +14.6% |
| 6M | -26.8% | +3.4% | -30.2% | -26.1% |
| YTD | -59.2% | +7.6% | -66.8% | -58.2% |
| 1Y | -64.7% | +2.1% | -66.8% | -63.9% |
| All | -64.7% | +3.2% | -67.9% | -63.9% |
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