-82.3%
TTD vs XLP
+27.4%
-109.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.2% |
| 7D | +6.3% | -1.0% | +7.4% | +6.6% |
| 30D | -23.9% | -0.9% | -23.0% | -23.7% |
| 3M | -31.4% | +3.8% | -35.2% | -31.6% |
| 6M | -42.7% | -1.7% | -40.9% | -42.4% |
| YTD | -62.0% | +10.3% | -72.2% | -63.2% |
| 1Y | -72.2% | +7.8% | -80.0% | -72.9% |
| All | -82.3% | +27.4% | -109.7% | -84.0% |
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