-73.5%
TTD vs EXE
+4.5%
-78.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -1.0% |
| 7D | -4.6% | -2.7% | -1.9% | -4.6% |
| 30D | +3.7% | -0.4% | +4.0% | +3.7% |
| 3M | -30.2% | +9.5% | -39.7% | -30.4% |
| 6M | -51.4% | -9.3% | -42.1% | -50.7% |
| YTD | -63.4% | -10.9% | -52.5% | -62.7% |
| 1Y | -73.5% | +4.3% | -77.8% | -72.3% |
| All | -73.5% | +4.5% | -78.0% | -72.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling