-72.0%
TTD vs EXPE
+48.9%
-120.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.5% | -7.7% | -1.3% |
| 7D | +3.7% | +14.6% | -11.0% | -2.1% |
| 30D | +10.4% | +21.4% | -11.0% | +2.0% |
| 3M | -31.6% | +1.4% | -33.0% | -32.7% |
| 6M | -45.1% | +28.6% | -73.7% | -50.7% |
| YTD | -65.1% | +12.1% | -77.3% | -68.9% |
| 1Y | -72.0% | +50.0% | -122.0% | -74.4% |
| All | -72.0% | +48.9% | -120.9% | -74.4% |
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