+69.1%
TTD vs XLC
+134.8%
-65.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -1.6% |
| 7D | +20.8% | +3.1% | +17.7% | +15.5% |
| 30D | +27.1% | -4.2% | +31.3% | +37.0% |
| 3M | +14.7% | -2.1% | +16.8% | +19.3% |
| 6M | -26.8% | -6.6% | -20.2% | -17.5% |
| YTD | -59.2% | -7.8% | -51.4% | -53.3% |
| 1Y | -64.7% | -4.1% | -60.6% | -62.0% |
| 3Y | -75.8% | +62.6% | -138.5% | -89.3% |
| 5Y | -84.6% | +39.6% | -124.2% | -90.4% |
| All | +69.1% | +134.8% | -65.7% | -52.7% |
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