-80.6%
TTD vs XLB
+35.6%
-116.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.9% | -1.6% |
| 7D | +1.7% | -0.2% | +2.0% | +2.1% |
| 30D | +1.6% | -1.7% | +3.3% | +3.6% |
| 3M | -27.8% | +4.4% | -32.2% | -32.6% |
| 6M | -52.1% | +5.0% | -57.1% | -56.4% |
| YTD | -63.1% | +15.5% | -78.5% | -71.1% |
| 1Y | -73.1% | +14.9% | -88.0% | -79.0% |
| 3Y | -83.3% | +34.5% | -117.8% | -90.3% |
| 5Y | -80.6% | +36.5% | -117.2% | -87.5% |
| All | -80.6% | +35.6% | -116.2% | -87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling