-80.6%
TTD vs XLP
+43.2%
-123.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +0.9% | +14.6% | +15.2% |
| 7D | +19.0% | +0.1% | +18.9% | +18.9% |
| 30D | +23.6% | +8.9% | +14.7% | +20.9% |
| 3M | +8.2% | +7.5% | +0.7% | +6.2% |
| 6M | -35.3% | +9.4% | -44.7% | -36.5% |
| YTD | -60.7% | +19.3% | -79.9% | -62.4% |
| 1Y | -65.3% | +21.7% | -87.0% | -67.0% |
| 3Y | -80.6% | +44.0% | -124.5% | -81.8% |
| All | -80.6% | +43.2% | -123.8% | -81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling