-80.8%
TTD vs XLC
+38.0%
-118.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -2.3% |
| 7D | +6.3% | -0.8% | +7.2% | +8.0% |
| 30D | -23.9% | +1.0% | -24.9% | -25.2% |
| 3M | -31.4% | -0.7% | -30.7% | -30.3% |
| 6M | -42.7% | -5.1% | -37.5% | -37.2% |
| YTD | -62.0% | -4.3% | -57.7% | -59.0% |
| 1Y | -72.2% | -0.6% | -71.6% | -71.9% |
| 3Y | -81.9% | +72.7% | -154.6% | -93.4% |
| All | -80.8% | +38.0% | -118.8% | -87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling