+508.5%
TTD vs EXEL
+320.7%
+187.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | +21.3% | -0.8% | +22.1% | +21.6% |
| 30D | +28.7% | +13.1% | +15.6% | +24.7% |
| 3M | +7.7% | +36.3% | -28.6% | -0.9% |
| 6M | -23.5% | +34.5% | -58.0% | -29.6% |
| YTD | -58.7% | +57.4% | -116.1% | -64.0% |
| 1Y | -63.4% | +62.9% | -126.4% | -68.5% |
| 3Y | -75.3% | +229.5% | -304.8% | -83.7% |
| 5Y | -84.4% | +281.2% | -365.6% | -90.3% |
| All | +508.5% | +320.7% | +187.7% | +224.3% |
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