-64.4%
TTD vs XLC
-3.3%
-61.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.9% | +2.8% |
| 7D | +19.9% | +6.2% | +13.7% | +11.1% |
| 30D | +27.6% | -2.4% | +30.0% | +32.1% |
| 3M | +15.2% | -3.3% | +18.5% | +20.8% |
| 6M | -33.2% | -7.3% | -25.9% | -26.5% |
| YTD | -59.4% | -7.6% | -51.8% | -54.8% |
| 1Y | -64.4% | -3.7% | -60.7% | -63.2% |
| All | -64.4% | -3.3% | -61.0% | -63.2% |
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