-82.1%
TTD vs EXE
+161.7%
-243.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.3% | +1.0% | +2.6% |
| 7D | +19.9% | -2.2% | +22.1% | +20.7% |
| 30D | +27.6% | -0.3% | +28.0% | +27.6% |
| 3M | +15.2% | -9.3% | +24.5% | +18.2% |
| 6M | -33.2% | -7.2% | -26.0% | -32.3% |
| YTD | -59.4% | -18.9% | -40.5% | -57.3% |
| 1Y | -64.4% | -21.7% | -42.7% | -62.2% |
| 3Y | -75.9% | +21.0% | -96.9% | -78.2% |
| 5Y | -82.6% | +76.0% | -158.6% | -85.8% |
| All | -82.1% | +161.7% | -243.8% | -86.3% |
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