+364.1%
TTD vs XEL
+144.8%
+219.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.8% |
| 7D | -7.4% | -1.2% | -6.2% | -7.2% |
| 30D | +3.0% | -2.9% | +5.9% | +3.6% |
| 3M | -27.6% | -2.7% | -24.9% | -27.3% |
| 6M | -49.5% | -6.5% | -43.0% | -49.0% |
| YTD | -63.2% | +3.6% | -66.8% | -63.9% |
| 1Y | -69.7% | +7.5% | -77.2% | -70.6% |
| 3Y | -83.3% | +46.3% | -129.7% | -85.5% |
| 5Y | -80.8% | +30.5% | -111.3% | -82.8% |
| All | +364.1% | +144.8% | +219.3% | +283.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling