+376.4%
TTD vs XLU
+131.9%
+244.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +3.0% | +2.8% |
| 7D | -0.6% | -1.6% | +1.0% | +0.1% |
| 30D | +6.3% | -3.3% | +9.6% | +8.0% |
| 3M | -24.1% | -3.2% | -21.0% | -23.2% |
| 6M | -47.4% | -7.0% | -40.5% | -46.1% |
| YTD | -62.2% | +0.6% | -62.9% | -63.0% |
| 1Y | -68.3% | +2.4% | -70.7% | -69.3% |
| 3Y | -83.4% | +46.3% | -129.7% | -87.0% |
| 5Y | -80.3% | +44.0% | -124.3% | -84.5% |
| All | +376.4% | +131.9% | +244.5% | +232.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling