-80.6%
TTD vs EXEL
+244.2%
-324.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +3.1% | +12.3% | +15.3% |
| 7D | +19.0% | +2.3% | +16.7% | +18.8% |
| 30D | +23.6% | +19.8% | +3.7% | +22.6% |
| 3M | +8.2% | +32.7% | -24.5% | +7.0% |
| 6M | -35.3% | +49.0% | -84.3% | -36.2% |
| YTD | -60.7% | +63.7% | -124.3% | -61.4% |
| 1Y | -65.3% | +75.8% | -141.1% | -66.1% |
| 3Y | -80.6% | +241.3% | -321.9% | -81.7% |
| All | -80.6% | +244.2% | -324.8% | -81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling