+500.3%
TTD vs EXR
+215.7%
+284.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.9% |
| 7D | +20.8% | -1.2% | +22.0% | +21.5% |
| 30D | +27.1% | +18.3% | +8.8% | +17.9% |
| 3M | +14.7% | +9.1% | +5.6% | +10.4% |
| 6M | -26.8% | +11.7% | -38.6% | -30.5% |
| YTD | -59.2% | +25.7% | -84.9% | -63.7% |
| 1Y | -64.7% | +24.9% | -89.6% | -68.5% |
| 3Y | -75.8% | +51.4% | -127.3% | -80.8% |
| 5Y | -84.6% | -1.9% | -82.6% | -85.1% |
| All | +500.3% | +215.7% | +284.6% | +383.0% |
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