+68.5%
TTD vs XLC
+135.2%
-66.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.9% | +2.7% |
| 7D | +19.9% | +6.2% | +13.7% | +9.0% |
| 30D | +27.6% | -2.4% | +30.0% | +33.3% |
| 3M | +15.2% | -3.3% | +18.5% | +22.1% |
| 6M | -33.2% | -7.3% | -25.9% | -23.8% |
| YTD | -59.4% | -7.6% | -51.8% | -53.6% |
| 1Y | -64.4% | -3.7% | -60.7% | -62.0% |
| 3Y | -75.9% | +62.9% | -138.8% | -89.4% |
| 5Y | -82.6% | +41.6% | -124.3% | -89.4% |
| All | +68.5% | +135.2% | -66.7% | -53.0% |
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