+505.9%
TTD vs XLP
+136.1%
+369.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.2% |
| 7D | +19.9% | +2.3% | +17.6% | +17.9% |
| 30D | +27.6% | +9.1% | +18.5% | +19.2% |
| 3M | +15.2% | +7.9% | +7.3% | +8.5% |
| 6M | -33.2% | +9.6% | -42.8% | -37.8% |
| YTD | -59.4% | +19.4% | -78.8% | -65.2% |
| 1Y | -64.4% | +22.4% | -86.7% | -70.1% |
| 3Y | -75.9% | +43.2% | -119.1% | -82.8% |
| 5Y | -82.6% | +42.6% | -125.2% | -87.4% |
| All | +505.9% | +136.1% | +369.8% | +254.6% |
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