-72.2%
TTD vs EXEL
+59.2%
-131.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | +6.3% | +8.4% | -2.0% | +6.6% |
| 30D | -23.9% | +4.1% | -28.0% | -23.4% |
| 3M | -31.4% | +12.4% | -43.8% | -30.7% |
| 6M | -42.7% | +41.5% | -84.2% | -41.6% |
| YTD | -62.0% | +34.6% | -96.6% | -61.1% |
| 1Y | -72.2% | +57.9% | -130.1% | -72.9% |
| All | -72.2% | +59.2% | -131.4% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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