-83.9%
TTD vs EXE
+187.5%
-271.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -4.6% | -2.7% | -1.9% | -3.8% |
| 30D | +3.7% | -0.4% | +4.0% | +3.7% |
| 3M | -30.2% | +9.5% | -39.7% | -32.6% |
| 6M | -51.4% | -9.3% | -42.1% | -50.3% |
| YTD | -63.4% | -10.9% | -52.5% | -62.6% |
| 1Y | -73.5% | +4.3% | -77.8% | -74.4% |
| 3Y | -83.5% | +18.8% | -102.3% | -84.9% |
| 5Y | -80.9% | +101.4% | -182.3% | -84.8% |
| All | -83.9% | +187.5% | -271.4% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling