+527.9%
TTD vs EXR
+217.4%
+310.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.5% | +3.6% |
| 7D | +20.8% | -1.1% | +21.9% | +21.4% |
| 30D | +33.8% | +18.8% | +15.1% | +23.9% |
| 3M | +17.8% | +9.9% | +7.9% | +13.0% |
| 6M | -25.7% | +12.6% | -38.4% | -29.7% |
| YTD | -57.9% | +26.5% | -84.4% | -62.6% |
| 1Y | -63.8% | +24.5% | -88.3% | -67.7% |
| 3Y | -75.0% | +52.4% | -127.5% | -80.3% |
| 5Y | -82.5% | -1.5% | -81.0% | -83.2% |
| 10Y | +527.9% | +216.0% | +311.9% | +404.3% |
| All | +527.9% | +217.4% | +310.5% | +404.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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