+379.4%
TTD vs XLB
+171.4%
+208.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.0% | -4.0% |
| 7D | +6.3% | -1.4% | +7.7% | +8.0% |
| 30D | -23.9% | -0.4% | -23.5% | -24.0% |
| 3M | -31.4% | +2.0% | -33.4% | -33.5% |
| 6M | -42.7% | +1.8% | -44.5% | -45.4% |
| YTD | -62.0% | +16.6% | -78.6% | -69.4% |
| 1Y | -72.2% | +16.9% | -89.1% | -77.9% |
| 3Y | -81.9% | +32.6% | -114.5% | -87.8% |
| 5Y | -81.5% | +35.6% | -117.2% | -87.1% |
| All | +379.4% | +171.4% | +208.0% | +54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling