+412.3%
TTD vs EXPE
+147.2%
+265.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.1% | +5.4% | +4.2% |
| 7D | +19.9% | -11.2% | +31.1% | +25.6% |
| 30D | +27.6% | -7.5% | +35.1% | +31.0% |
| 3M | +15.2% | -19.1% | +34.2% | +25.1% |
| 6M | -33.2% | +10.7% | -43.9% | -37.6% |
| YTD | -59.4% | -9.9% | -49.5% | -58.7% |
| 1Y | -64.4% | -4.6% | -59.7% | -64.9% |
| 3Y | -75.9% | +116.8% | -192.7% | -85.2% |
| 5Y | -82.6% | +38.6% | -121.2% | -87.4% |
| 10Y | +558.1% | +115.9% | +442.3% | +239.9% |
| All | +412.3% | +147.2% | +265.1% | +153.4% |
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