+500.3%
TTD vs XLB
+164.1%
+336.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -1.7% |
| 7D | +20.8% | 0.0% | +20.7% | +21.1% |
| 30D | +27.1% | +5.3% | +21.8% | +20.2% |
| 3M | +14.7% | 0.0% | +14.7% | +14.5% |
| 6M | -26.8% | +1.2% | -28.0% | -28.8% |
| YTD | -59.2% | +16.9% | -76.1% | -67.3% |
| 1Y | -64.7% | +20.9% | -85.6% | -72.9% |
| 3Y | -75.8% | +43.3% | -119.1% | -85.2% |
| 5Y | -84.6% | +28.3% | -112.9% | -88.6% |
| All | +500.3% | +164.1% | +336.2% | +142.1% |
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