+558.1%
TTD vs XLB
+166.1%
+392.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.5% |
| 7D | +19.9% | +0.5% | +19.4% | +19.5% |
| 30D | +27.6% | +6.9% | +20.7% | +18.6% |
| 3M | +15.2% | -0.2% | +15.3% | +15.2% |
| 6M | -33.2% | +3.3% | -36.5% | -36.6% |
| YTD | -59.4% | +18.0% | -77.4% | -67.7% |
| 1Y | -64.4% | +24.2% | -88.6% | -73.5% |
| 3Y | -75.9% | +44.7% | -120.6% | -85.4% |
| 5Y | -82.6% | +31.6% | -114.2% | -87.5% |
| 10Y | +558.1% | +164.2% | +393.9% | +177.6% |
| All | +558.1% | +166.1% | +392.1% | +177.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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