-64.7%
TTD vs XLB
+21.4%
-86.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -3.0% |
| 7D | +20.8% | 0.0% | +20.7% | +20.8% |
| 30D | +27.1% | +5.3% | +21.8% | +27.0% |
| 3M | +14.7% | 0.0% | +14.7% | +14.4% |
| 6M | -26.8% | +1.2% | -28.0% | -27.3% |
| YTD | -59.2% | +16.9% | -76.1% | -61.6% |
| 1Y | -64.7% | +20.9% | -85.6% | -67.3% |
| All | -64.7% | +21.4% | -86.1% | -67.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling