+329.6%
TTD vs EXC
+167.0%
+162.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.7% |
| 7D | +5.2% | -1.2% | +6.4% | +5.6% |
| 30D | +6.9% | +10.0% | -3.0% | +2.9% |
| 3M | -26.8% | +1.6% | -28.4% | -27.4% |
| 6M | -46.1% | +3.3% | -49.4% | -47.1% |
| YTD | -65.9% | +7.6% | -73.5% | -67.4% |
| 1Y | -71.8% | +3.5% | -75.3% | -72.6% |
| 3Y | -83.3% | +27.7% | -111.0% | -85.8% |
| 5Y | -81.1% | +41.1% | -122.3% | -85.1% |
| 10Y | +441.7% | +178.2% | +263.5% | +206.1% |
| All | +329.6% | +167.0% | +162.6% | +167.3% |
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