-83.9%
TTD vs XLU
+47.5%
-131.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | -7.4% | -1.2% | -6.2% | -7.3% |
| 30D | +3.0% | -2.5% | +5.6% | +3.2% |
| 3M | -27.6% | -2.7% | -24.8% | -27.5% |
| 6M | -49.5% | -7.5% | -42.0% | -49.1% |
| YTD | -63.2% | +0.9% | -64.1% | -63.9% |
| 1Y | -69.7% | +3.3% | -73.0% | -70.5% |
| All | -83.9% | +47.5% | -131.3% | -86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling