-64.7%
TTD vs XLP
+20.7%
-85.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +20.8% | -0.2% | +21.0% | +20.8% |
| 30D | +27.1% | +8.2% | +19.0% | +25.2% |
| 3M | +14.7% | +7.7% | +6.9% | +12.9% |
| 6M | -26.8% | +9.3% | -36.1% | -27.3% |
| YTD | -59.2% | +19.5% | -78.7% | -59.1% |
| 1Y | -64.7% | +21.0% | -85.7% | -64.9% |
| All | -64.7% | +20.7% | -85.4% | -64.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling