-81.8%
TTD vs EXE
+165.2%
-247.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.1% |
| 7D | +21.3% | +5.3% | +15.9% | +19.5% |
| 30D | +28.7% | -2.2% | +30.9% | +29.4% |
| 3M | +7.7% | -5.9% | +13.6% | +9.4% |
| 6M | -23.5% | -5.7% | -17.8% | -22.8% |
| YTD | -58.7% | -17.8% | -40.9% | -56.8% |
| 1Y | -63.4% | -23.1% | -40.3% | -60.9% |
| 3Y | -75.3% | +21.2% | -96.5% | -77.6% |
| 5Y | -84.4% | +78.8% | -163.2% | -87.3% |
| All | -81.8% | +165.2% | -247.0% | -86.2% |
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