+365.8%
TTD vs EXPE
+167.4%
+198.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.9% | +5.0% | +0.8% |
| 7D | +1.7% | -9.8% | +11.5% | +6.6% |
| 30D | +1.6% | -11.5% | +13.1% | +7.0% |
| 3M | -27.8% | +21.7% | -49.6% | -34.7% |
| 6M | -52.1% | +10.4% | -62.5% | -55.0% |
| YTD | -63.1% | -2.5% | -60.5% | -63.4% |
| 1Y | -73.1% | +27.3% | -100.4% | -77.0% |
| 3Y | -83.3% | +153.5% | -236.8% | -90.5% |
| 5Y | -80.6% | +91.1% | -171.7% | -87.6% |
| All | +365.8% | +167.4% | +198.4% | +124.7% |
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