+379.4%
TTD vs EXEL
+300.9%
+78.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.3% |
| 7D | +6.3% | +8.4% | -2.0% | +4.2% |
| 30D | -23.9% | +4.1% | -28.0% | -24.9% |
| 3M | -31.4% | +12.4% | -43.8% | -33.7% |
| 6M | -42.7% | +41.5% | -84.2% | -48.3% |
| YTD | -62.0% | +34.6% | -96.6% | -65.4% |
| 1Y | -72.2% | +57.9% | -130.1% | -75.9% |
| 3Y | -81.9% | +159.5% | -241.4% | -87.2% |
| 5Y | -81.5% | +198.5% | -280.0% | -87.7% |
| All | +379.4% | +300.9% | +78.5% | +156.0% |
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 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