-82.3%
TTD vs EXPD
+68.7%
-151.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.7% |
| 7D | +6.3% | -1.1% | +7.5% | +6.8% |
| 30D | -23.9% | +4.1% | -28.0% | -25.2% |
| 3M | -31.4% | +17.9% | -49.3% | -36.1% |
| 6M | -42.7% | +29.2% | -71.9% | -48.6% |
| YTD | -62.0% | +27.4% | -89.3% | -66.1% |
| 1Y | -72.2% | +56.8% | -129.0% | -77.9% |
| All | -82.3% | +68.7% | -151.0% | -87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling