+361.1%
TTD vs EXEL
+296.3%
+64.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | -4.6% | -0.3% | -4.3% | -4.5% |
| 30D | +3.7% | +10.1% | -6.5% | +1.1% |
| 3M | -30.2% | +10.1% | -40.3% | -32.2% |
| 6M | -51.4% | +37.7% | -89.1% | -55.8% |
| YTD | -63.4% | +33.1% | -96.5% | -66.6% |
| 1Y | -73.5% | +52.4% | -125.9% | -76.8% |
| 3Y | -83.5% | +163.8% | -247.3% | -88.3% |
| 5Y | -80.9% | +198.5% | -279.5% | -87.3% |
| All | +361.1% | +296.3% | +64.9% | +147.0% |
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