-63.4%
TTD vs EXE
-23.9%
-39.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.4% |
| 7D | +21.3% | +5.3% | +15.9% | +21.5% |
| 30D | +28.7% | -2.2% | +30.9% | +28.2% |
| 3M | +7.7% | -5.9% | +13.6% | +6.8% |
| 6M | -23.5% | -5.7% | -17.8% | -23.5% |
| YTD | -58.7% | -17.8% | -40.9% | -58.4% |
| 1Y | -63.4% | -23.1% | -40.3% | -62.8% |
| All | -63.4% | -23.9% | -39.5% | -62.8% |
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