-82.7%
TTD vs EXE
+155.8%
-238.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +1.6% | +13.9% | +15.0% |
| 7D | +19.0% | -3.9% | +22.9% | +20.4% |
| 30D | +23.6% | -2.6% | +26.2% | +24.3% |
| 3M | +8.2% | -6.9% | +15.0% | +10.1% |
| 6M | -35.3% | -9.3% | -26.0% | -34.0% |
| YTD | -60.7% | -20.7% | -39.9% | -58.4% |
| 1Y | -65.3% | -21.8% | -43.4% | -63.2% |
| 3Y | -80.6% | +16.2% | -96.8% | -82.2% |
| 5Y | -84.6% | +61.1% | -145.7% | -87.1% |
| All | -82.7% | +155.8% | -238.5% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling