+464.6%
TTD vs XLP
+126.4%
+338.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.9% |
| 7D | +5.2% | +0.7% | +4.5% | +4.5% |
| 30D | +6.9% | +10.3% | -3.3% | -1.0% |
| 3M | -26.8% | +6.5% | -33.4% | -30.4% |
| 6M | -46.1% | +8.4% | -54.5% | -49.5% |
| YTD | -65.9% | +18.2% | -84.1% | -70.5% |
| 1Y | -71.8% | +22.4% | -94.3% | -76.4% |
| 3Y | -83.3% | +41.9% | -125.2% | -88.0% |
| 5Y | -81.1% | +40.9% | -122.0% | -86.2% |
| All | +464.6% | +126.4% | +338.2% | +228.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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