+500.3%
TTD vs EXEL
+325.9%
+174.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.9% |
| 7D | +20.8% | +1.6% | +19.1% | +20.4% |
| 30D | +27.1% | +17.4% | +9.8% | +21.9% |
| 3M | +14.7% | +38.6% | -23.9% | +5.1% |
| 6M | -26.8% | +41.2% | -68.0% | -33.6% |
| YTD | -59.2% | +59.3% | -118.6% | -64.6% |
| 1Y | -64.7% | +60.2% | -124.9% | -69.4% |
| 3Y | -75.8% | +232.6% | -308.4% | -84.1% |
| 5Y | -84.6% | +285.9% | -370.4% | -90.5% |
| All | +500.3% | +325.9% | +174.5% | +219.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling