+71.4%
TTD vs XLC
+137.2%
-65.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | -0.4% |
| 7D | +21.3% | +3.7% | +17.5% | +14.8% |
| 30D | +28.7% | -1.9% | +30.7% | +33.6% |
| 3M | +7.7% | -3.1% | +10.8% | +13.7% |
| 6M | -23.5% | -6.4% | -17.1% | -14.1% |
| YTD | -58.7% | -6.8% | -51.9% | -53.4% |
| 1Y | -63.4% | -1.7% | -61.7% | -62.3% |
| 3Y | -75.3% | +64.7% | -140.0% | -89.3% |
| 5Y | -84.4% | +41.1% | -125.5% | -90.4% |
| All | +71.4% | +137.2% | -65.9% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling