+329.6%
TTD vs EXR
+201.7%
+127.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | +5.2% | +5.2% | 0.0% | +2.8% |
| 30D | +6.9% | +20.9% | -13.9% | -1.9% |
| 3M | -26.8% | +7.7% | -34.5% | -29.2% |
| 6M | -46.1% | +13.2% | -59.3% | -49.2% |
| YTD | -65.9% | +26.5% | -92.4% | -69.8% |
| 1Y | -71.8% | +27.2% | -99.0% | -75.1% |
| 3Y | -83.3% | +71.5% | -154.8% | -87.6% |
| 5Y | -81.1% | +0.4% | -81.5% | -81.9% |
| 10Y | +441.7% | +225.2% | +216.5% | +282.9% |
| All | +329.6% | +201.7% | +127.8% | +224.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling