-65.5%
TTD vs EXC
+2.5%
-68.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +0.1% | +15.4% | +15.5% |
| 7D | +19.0% | -1.7% | +20.7% | +18.6% |
| 30D | +23.6% | +9.3% | +14.3% | +25.5% |
| 3M | +8.2% | +1.0% | +7.1% | +7.8% |
| 6M | -35.3% | +5.9% | -41.3% | -34.0% |
| YTD | -60.7% | +7.6% | -68.3% | -59.6% |
| All | -65.5% | +2.5% | -68.0% | -64.7% |
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