-75.3%
TTD vs EXPE
+121.7%
-197.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.5% | +1.8% |
| 7D | +21.3% | -0.5% | +21.8% | +21.4% |
| 30D | +28.7% | -6.1% | +34.8% | +30.8% |
| 3M | +7.7% | -21.3% | +29.0% | +16.7% |
| 6M | -23.5% | +19.0% | -42.5% | -29.5% |
| YTD | -58.7% | -8.4% | -50.3% | -58.6% |
| 1Y | -63.4% | -2.8% | -60.6% | -64.1% |
| 3Y | -75.3% | +120.8% | -196.0% | -83.7% |
| All | -75.3% | +121.7% | -197.0% | -83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling