-72.2%
TTD vs EXPE
+40.7%
-112.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -3.7% |
| 7D | +6.3% | -9.5% | +15.9% | +10.3% |
| 30D | -23.9% | -6.6% | -17.3% | -22.2% |
| 3M | -31.4% | +31.4% | -62.8% | -38.1% |
| 6M | -42.7% | +35.2% | -77.9% | -48.7% |
| YTD | -62.0% | +5.8% | -67.8% | -64.7% |
| 1Y | -72.2% | +38.7% | -110.9% | -73.9% |
| All | -72.2% | +40.7% | -112.9% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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