-72.0%
TTD vs XEL
+1.7%
-73.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +3.9% |
| 7D | +3.7% | +4.3% | -0.6% | +5.7% |
| 30D | +10.4% | +12.6% | -2.2% | +17.4% |
| 3M | -31.6% | +4.4% | -36.0% | -30.2% |
| 6M | -45.1% | +0.7% | -45.8% | -44.4% |
| YTD | -65.1% | +11.5% | -76.7% | -63.0% |
| 1Y | -72.0% | +1.7% | -73.7% | -70.6% |
| All | -72.0% | +1.7% | -73.7% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 1y: compounded portfolio wealth divided by compounded XEL 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…
1y analysis · Full analysis span regression · 6 months rolling