+379.4%
TTD vs EXC
+155.4%
+224.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.0% |
| 7D | +6.3% | +0.3% | +6.1% | +6.3% |
| 30D | -23.9% | -3.7% | -20.2% | -22.8% |
| 3M | -31.4% | -1.3% | -30.1% | -31.2% |
| 6M | -42.7% | -9.7% | -33.0% | -40.6% |
| YTD | -62.0% | +2.9% | -64.9% | -62.9% |
| 1Y | -72.2% | +4.4% | -76.6% | -73.1% |
| 3Y | -81.9% | +22.2% | -104.2% | -84.4% |
| 5Y | -81.5% | +46.7% | -128.3% | -85.9% |
| All | +379.4% | +155.4% | +224.0% | +204.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling