-83.3%
TTD vs EXPD
+68.8%
-152.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.8% |
| 7D | +5.2% | -7.2% | +12.4% | +8.2% |
| 30D | +6.9% | -3.3% | +10.2% | +8.3% |
| 3M | -26.8% | +3.4% | -30.2% | -27.9% |
| 6M | -46.1% | +22.7% | -68.8% | -50.3% |
| YTD | -65.9% | +24.5% | -90.5% | -69.1% |
| 1Y | -71.8% | +38.6% | -110.5% | -75.7% |
| 3Y | -83.3% | +71.5% | -154.8% | -87.3% |
| All | -83.3% | +68.8% | -152.1% | -87.3% |
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 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