-80.6%
TTD vs EXEL
+195.7%
-276.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.6% | -2.5% |
| 7D | +1.7% | +1.4% | +0.4% | +1.5% |
| 30D | +1.6% | +6.7% | -5.1% | +0.5% |
| 3M | -27.8% | +11.5% | -39.3% | -29.3% |
| 6M | -52.1% | +38.8% | -90.9% | -55.1% |
| YTD | -63.1% | +31.6% | -94.6% | -65.1% |
| 1Y | -73.1% | +53.0% | -126.1% | -75.5% |
| 3Y | -83.3% | +160.8% | -244.1% | -87.5% |
| 5Y | -80.6% | +190.1% | -270.7% | -88.3% |
| All | -80.6% | +195.7% | -276.4% | -88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling