-64.4%
TTD vs XLB
+24.6%
-88.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.3% |
| 7D | +19.9% | +0.5% | +19.4% | +19.8% |
| 30D | +27.6% | +6.9% | +20.7% | +27.3% |
| 3M | +15.2% | -0.2% | +15.3% | +14.7% |
| 6M | -33.2% | +3.3% | -36.5% | -33.6% |
| YTD | -59.4% | +18.0% | -77.4% | -62.0% |
| 1Y | -64.4% | +24.2% | -88.6% | -67.9% |
| All | -64.4% | +24.6% | -88.9% | -67.9% |
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