+420.9%
TTD vs XEL
+167.1%
+253.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.3% |
| 7D | +21.3% | +2.4% | +18.8% | +20.7% |
| 30D | +28.7% | +8.3% | +20.4% | +26.7% |
| 3M | +7.7% | +4.2% | +3.5% | +6.8% |
| 6M | -23.5% | +3.7% | -27.2% | -24.3% |
| YTD | -58.7% | +13.1% | -71.7% | -60.1% |
| 1Y | -63.4% | +5.0% | -68.4% | -64.1% |
| 3Y | -75.3% | +55.0% | -130.2% | -78.6% |
| 5Y | -84.4% | +51.8% | -136.2% | -86.5% |
| 10Y | +516.1% | +185.6% | +330.5% | +382.4% |
| All | +420.9% | +167.1% | +253.8% | +322.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling