-75.3%
TTD vs XLU
+60.0%
-135.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.3% |
| 7D | +21.3% | +2.1% | +19.2% | +21.1% |
| 30D | +28.7% | +5.6% | +23.2% | +28.3% |
| 3M | +7.7% | +0.7% | +7.0% | +7.6% |
| 6M | -23.5% | -0.1% | -23.4% | -23.5% |
| YTD | -58.7% | +5.3% | -64.0% | -59.6% |
| 1Y | -63.4% | +2.2% | -65.6% | -63.9% |
| 3Y | -75.3% | +61.6% | -136.9% | -80.8% |
| All | -75.3% | +60.0% | -135.3% | -80.8% |
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