-73.5%
TTD vs XLC
-2.2%
-71.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.1% |
| 7D | -4.6% | -1.4% | -3.2% | -2.6% |
| 30D | +3.7% | -0.9% | +4.6% | +5.1% |
| 3M | -30.2% | -0.3% | -29.9% | -29.9% |
| 6M | -51.4% | -5.2% | -46.2% | -47.8% |
| YTD | -63.4% | -5.3% | -58.1% | -60.6% |
| 1Y | -73.5% | -2.8% | -70.7% | -72.5% |
| All | -73.5% | -2.2% | -71.3% | -72.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling