-63.4%
TTD vs EXPD
+40.4%
-103.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +21.3% | +5.5% | +15.7% | +19.2% |
| 30D | +28.7% | -0.8% | +29.5% | +28.8% |
| 3M | +7.7% | +4.1% | +3.5% | +6.3% |
| 6M | -23.5% | +25.7% | -49.2% | -27.8% |
| YTD | -58.7% | +31.4% | -90.1% | -61.0% |
| 1Y | -63.4% | +42.2% | -105.6% | -66.0% |
| All | -63.4% | +40.4% | -103.9% | -66.0% |
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