+361.1%
TTD vs XLRE
+89.1%
+272.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | +0.1% |
| 7D | -4.6% | -0.7% | -3.9% | -3.9% |
| 30D | +3.7% | -2.2% | +5.9% | +6.0% |
| 3M | -30.2% | -2.6% | -27.6% | -28.4% |
| 6M | -51.4% | +2.6% | -54.0% | -52.8% |
| YTD | -63.4% | +9.3% | -72.7% | -66.8% |
| 1Y | -73.5% | +7.2% | -80.7% | -75.5% |
| 3Y | -83.5% | +31.3% | -114.8% | -87.7% |
| 5Y | -80.9% | +8.1% | -89.1% | -82.3% |
| All | +361.1% | +89.1% | +272.1% | +219.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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