+379.4%
TTD vs EXPE
+190.3%
+189.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -3.6% |
| 7D | +6.3% | -9.5% | +15.9% | +11.3% |
| 30D | -23.9% | -6.6% | -17.3% | -21.8% |
| 3M | -31.4% | +31.4% | -62.8% | -40.0% |
| 6M | -42.7% | +35.2% | -77.9% | -50.6% |
| YTD | -62.0% | +5.8% | -67.8% | -63.7% |
| 1Y | -72.2% | +38.7% | -110.9% | -77.2% |
| 3Y | -81.9% | +175.8% | -257.7% | -90.1% |
| 5Y | -81.5% | +111.8% | -193.4% | -88.7% |
| All | +379.4% | +190.3% | +189.1% | +122.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling