-85.4%
TTD vs EXC
+41.2%
-126.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.2% |
| 7D | +5.2% | -1.2% | +6.4% | +5.3% |
| 30D | +6.9% | +10.0% | -3.0% | +5.7% |
| 3M | -26.8% | +1.6% | -28.4% | -27.0% |
| 6M | -46.1% | +3.3% | -49.4% | -46.4% |
| YTD | -65.9% | +7.6% | -73.5% | -66.4% |
| 1Y | -71.8% | +3.5% | -75.3% | -72.1% |
| 3Y | -83.3% | +27.7% | -111.0% | -84.7% |
| All | -85.4% | +41.2% | -126.6% | -88.5% |
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 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