+412.3%
TTD vs EXEL
+379.5%
+32.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.9% | +3.7% |
| 7D | +19.9% | -2.4% | +22.3% | +20.7% |
| 30D | +27.6% | +17.9% | +9.7% | +22.5% |
| 3M | +15.2% | +33.3% | -18.1% | +6.9% |
| 6M | -33.2% | +46.6% | -79.7% | -39.8% |
| YTD | -59.4% | +61.0% | -120.4% | -64.6% |
| 1Y | -64.4% | +70.4% | -134.8% | -69.5% |
| 3Y | -75.9% | +236.1% | -312.0% | -84.0% |
| 5Y | -82.6% | +284.8% | -367.4% | -89.1% |
| 10Y | +558.1% | +348.4% | +209.7% | +262.8% |
| All | +412.3% | +379.5% | +32.8% | +161.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling