-68.3%
TTD vs XEL
+7.7%
-76.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.7% |
| 7D | -0.6% | -0.3% | -0.3% | -0.7% |
| 30D | +6.3% | -3.9% | +10.2% | +4.5% |
| 3M | -24.1% | -2.8% | -21.3% | -24.7% |
| 6M | -47.4% | -5.4% | -42.0% | -47.8% |
| YTD | -62.2% | +3.8% | -66.0% | -62.4% |
| 1Y | -68.3% | +6.8% | -75.1% | -68.0% |
| All | -68.3% | +7.7% | -76.0% | -68.0% |
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