+500.3%
TTD vs EXPE
+126.2%
+374.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.4% |
| 7D | +20.8% | -4.2% | +25.0% | +23.0% |
| 30D | +27.1% | -4.5% | +31.6% | +28.6% |
| 3M | +14.7% | -19.7% | +34.4% | +25.1% |
| 6M | -26.8% | +18.3% | -45.1% | -33.8% |
| YTD | -59.2% | -7.3% | -51.9% | -59.1% |
| 1Y | -64.7% | -3.9% | -60.8% | -65.3% |
| 3Y | -75.8% | +123.0% | -198.8% | -85.4% |
| 5Y | -84.6% | +47.9% | -132.5% | -89.2% |
| All | +500.3% | +126.2% | +374.1% | +201.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling