+364.1%
TTD vs XLY
+214.8%
+149.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +1.3% |
| 7D | -7.4% | -3.9% | -3.6% | -1.8% |
| 30D | +3.0% | -6.1% | +9.1% | +13.1% |
| 3M | -27.6% | -1.2% | -26.4% | -27.2% |
| 6M | -49.5% | -1.8% | -47.7% | -49.5% |
| YTD | -63.2% | -5.9% | -57.3% | -60.7% |
| 1Y | -69.7% | -3.1% | -66.6% | -69.4% |
| 3Y | -83.3% | +36.0% | -119.3% | -90.3% |
| 5Y | -80.8% | +27.6% | -108.4% | -86.4% |
| All | +364.1% | +214.8% | +149.3% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling