-80.6%
TTD vs EXPD
+72.3%
-152.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.7% | +12.8% | +14.4% |
| 7D | +19.0% | -5.5% | +24.4% | +21.6% |
| 30D | +23.6% | -1.9% | +25.5% | +24.6% |
| 3M | +8.2% | +6.1% | +2.1% | +5.7% |
| 6M | -35.3% | +21.6% | -56.9% | -40.0% |
| YTD | -60.7% | +27.9% | -88.6% | -64.6% |
| 1Y | -65.3% | +39.4% | -104.7% | -70.0% |
| 3Y | -80.6% | +72.7% | -153.2% | -85.1% |
| All | -80.6% | +72.3% | -152.8% | -85.1% |
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