+500.3%
TTD vs XLP
+135.7%
+364.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.9% |
| 7D | +20.8% | -0.2% | +21.0% | +21.1% |
| 30D | +27.1% | +8.2% | +19.0% | +19.6% |
| 3M | +14.7% | +7.7% | +6.9% | +8.2% |
| 6M | -26.8% | +9.3% | -36.1% | -31.8% |
| YTD | -59.2% | +19.5% | -78.7% | -65.1% |
| 1Y | -64.7% | +21.0% | -85.7% | -70.0% |
| 3Y | -75.8% | +43.2% | -119.1% | -82.8% |
| 5Y | -84.6% | +42.7% | -127.3% | -88.8% |
| All | +500.3% | +135.7% | +364.6% | +251.7% |
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