-80.6%
TTD vs EXE
+106.6%
-187.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | +1.7% | -1.8% | +3.5% | +2.3% |
| 30D | +1.6% | +6.4% | -4.8% | -0.5% |
| 3M | -27.8% | +9.2% | -37.1% | -30.3% |
| 6M | -52.1% | -7.0% | -45.1% | -51.4% |
| YTD | -63.1% | -9.5% | -53.6% | -62.3% |
| 1Y | -73.1% | +6.2% | -79.3% | -74.2% |
| 3Y | -83.3% | +20.7% | -104.0% | -84.9% |
| 5Y | -80.6% | +103.6% | -184.2% | -84.5% |
| All | -80.6% | +106.6% | -187.2% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling