+361.1%
TTD vs XLB
+165.9%
+195.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | +0.2% |
| 7D | -4.6% | -2.9% | -1.7% | -1.3% |
| 30D | +3.7% | -3.4% | +7.0% | +7.6% |
| 3M | -30.2% | +1.6% | -31.8% | -32.2% |
| 6M | -51.4% | +3.6% | -55.0% | -54.5% |
| YTD | -63.4% | +14.2% | -77.7% | -69.9% |
| 1Y | -73.5% | +15.6% | -89.1% | -78.6% |
| 3Y | -83.5% | +33.1% | -116.6% | -88.9% |
| 5Y | -80.9% | +35.0% | -116.0% | -86.6% |
| All | +361.1% | +165.9% | +195.2% | +52.5% |
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