-79.9%
TTD vs XLY
+28.1%
-108.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.8% | +1.4% |
| 7D | -0.6% | -1.7% | +1.1% | +1.9% |
| 30D | +6.3% | -4.2% | +10.5% | +13.1% |
| 3M | -24.1% | -2.7% | -21.4% | -21.8% |
| 6M | -47.4% | -0.6% | -46.8% | -48.3% |
| YTD | -62.2% | -5.0% | -57.2% | -60.2% |
| 1Y | -68.3% | -4.1% | -64.2% | -67.3% |
| 3Y | -83.4% | +33.6% | -117.0% | -90.3% |
| All | -79.9% | +28.1% | -108.0% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 5y: compounded portfolio wealth divided by compounded XLY 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…
5y analysis · Full analysis span regression · 6 months rolling