+361.1%
TTD vs XLU
+134.9%
+226.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.4% |
| 7D | -4.6% | +0.6% | -5.2% | -4.9% |
| 30D | +3.7% | -0.4% | +4.1% | +3.8% |
| 3M | -30.2% | -1.7% | -28.5% | -29.8% |
| 6M | -51.4% | -7.1% | -44.3% | -50.1% |
| YTD | -63.4% | +1.9% | -65.4% | -64.4% |
| 1Y | -73.5% | +6.1% | -79.6% | -74.8% |
| 3Y | -83.5% | +48.8% | -132.2% | -87.2% |
| 5Y | -80.9% | +43.8% | -124.7% | -84.9% |
| All | +361.1% | +134.9% | +226.3% | +219.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling