-72.0%
TTD vs XLU
+0.7%
-72.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.4% | +3.1% |
| 7D | +3.7% | +2.6% | +1.0% | +5.3% |
| 30D | +10.4% | +9.1% | +1.3% | +16.7% |
| 3M | -31.6% | -0.4% | -31.2% | -32.4% |
| 6M | -45.1% | -4.7% | -40.4% | -47.1% |
| YTD | -65.1% | +4.3% | -69.4% | -64.3% |
| 1Y | -72.0% | +1.0% | -73.0% | -71.7% |
| All | -72.0% | +0.7% | -72.7% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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