-72.2%
TTD vs EXPD
+57.8%
-130.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.5% |
| 7D | +6.3% | -1.1% | +7.5% | +6.6% |
| 30D | -23.9% | +4.1% | -28.0% | -24.5% |
| 3M | -31.4% | +17.9% | -49.3% | -33.3% |
| 6M | -42.7% | +29.2% | -71.9% | -44.8% |
| YTD | -62.0% | +27.4% | -89.3% | -62.8% |
| 1Y | -72.2% | +56.8% | -129.0% | -72.3% |
| All | -72.2% | +57.8% | -130.1% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling