-85.4%
TTD vs EXR
-0.3%
-85.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.3% |
| 7D | +5.2% | +5.2% | 0.0% | +2.2% |
| 30D | +6.9% | +20.9% | -13.9% | -4.2% |
| 3M | -26.8% | +7.7% | -34.5% | -29.9% |
| 6M | -46.1% | +13.2% | -59.3% | -50.0% |
| YTD | -65.9% | +26.5% | -92.4% | -70.9% |
| 1Y | -71.8% | +27.2% | -99.0% | -76.1% |
| 3Y | -83.3% | +71.5% | -154.8% | -89.5% |
| All | -85.4% | -0.3% | -85.1% | -86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling