-85.1%
TTD vs EXC
+41.3%
-126.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.2% |
| 7D | +21.3% | +1.4% | +19.9% | +21.1% |
| 30D | +28.7% | +8.6% | +20.2% | +27.5% |
| 3M | +7.7% | +2.4% | +5.3% | +7.3% |
| 6M | -23.5% | +6.5% | -29.9% | -24.1% |
| YTD | -58.7% | +9.0% | -67.7% | -59.3% |
| 1Y | -63.4% | +4.6% | -68.0% | -63.8% |
| 3Y | -75.3% | +33.5% | -108.8% | -77.6% |
| All | -85.1% | +41.3% | -126.4% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling