-65.5%
TTD vs EXPE
-0.5%
-65.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | 0.0% | +15.5% | +15.5% |
| 7D | +19.0% | -13.3% | +32.3% | +25.8% |
| 30D | +23.6% | -5.5% | +29.1% | +25.1% |
| 3M | +8.2% | -16.5% | +24.7% | +15.5% |
| 6M | -35.3% | +13.1% | -48.4% | -40.9% |
| YTD | -60.7% | -8.0% | -52.7% | -61.6% |
| All | -65.5% | -0.5% | -65.0% | -67.0% |
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