-75.3%
TTD vs EXR
+53.5%
-128.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +21.3% | -0.4% | +21.7% | +21.5% |
| 30D | +28.7% | +18.2% | +10.5% | +20.9% |
| 3M | +7.7% | +7.3% | +0.4% | +4.8% |
| 6M | -23.5% | +13.8% | -37.3% | -27.1% |
| YTD | -58.7% | +25.9% | -84.6% | -62.6% |
| 1Y | -63.4% | +25.8% | -89.2% | -66.9% |
| 3Y | -75.3% | +53.7% | -129.0% | -81.0% |
| All | -75.3% | +53.5% | -128.8% | -81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling