+329.6%
TTD vs EXPD
+313.5%
+16.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +2.5% |
| 7D | +5.2% | -7.2% | +12.4% | +10.7% |
| 30D | +6.9% | -3.3% | +10.2% | +9.4% |
| 3M | -26.8% | +3.4% | -30.2% | -28.9% |
| 6M | -46.1% | +22.7% | -68.8% | -53.7% |
| YTD | -65.9% | +24.5% | -90.5% | -71.8% |
| 1Y | -71.8% | +38.6% | -110.5% | -78.7% |
| 3Y | -83.3% | +71.5% | -154.8% | -89.8% |
| 5Y | -81.1% | +56.2% | -137.4% | -87.6% |
| 10Y | +441.7% | +310.5% | +131.2% | +84.9% |
| All | +329.6% | +313.5% | +16.0% | +45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling