+325.6%
TTD vs XLP
+126.0%
+199.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.6% |
| 7D | -1.9% | +3.5% | -5.4% | -4.6% |
| 30D | +7.5% | +11.6% | -4.1% | -1.5% |
| 3M | -32.4% | +7.6% | -40.1% | -36.3% |
| 6M | -47.9% | +10.0% | -58.0% | -51.8% |
| YTD | -66.3% | +19.7% | -86.0% | -71.2% |
| 1Y | -73.1% | +23.5% | -96.6% | -77.7% |
| 3Y | -83.8% | +44.0% | -127.8% | -88.6% |
| 5Y | -81.3% | +42.7% | -124.0% | -86.5% |
| 10Y | +436.7% | +131.3% | +305.3% | +169.2% |
| All | +325.6% | +126.0% | +199.6% | +151.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling