+329.6%
TTD vs XLB
+170.1%
+159.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +1.8% |
| 7D | +5.2% | -1.5% | +6.7% | +6.9% |
| 30D | +6.9% | +6.1% | +0.9% | 0.0% |
| 3M | -26.8% | 0.0% | -26.9% | -27.5% |
| 6M | -46.1% | 0.0% | -46.1% | -47.1% |
| YTD | -65.9% | +16.0% | -82.0% | -72.5% |
| 1Y | -71.8% | +24.7% | -96.6% | -79.3% |
| 3Y | -83.3% | +40.4% | -123.7% | -89.6% |
| 5Y | -81.1% | +30.7% | -111.8% | -86.3% |
| 10Y | +441.7% | +173.3% | +268.4% | +64.1% |
| All | +329.6% | +170.1% | +159.5% | +39.2% |
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