-72.0%
TTD vs XME
+5.2%
-77.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +2.7% |
| 7D | +3.7% | -5.5% | +9.1% | +2.8% |
| 30D | +10.4% | -11.1% | +21.6% | +8.4% |
| 3M | -31.6% | -11.1% | -20.5% | -32.7% |
| 6M | -45.1% | -18.0% | -27.1% | -46.0% |
| YTD | -65.1% | -7.4% | -57.8% | -65.3% |
| 1Y | -72.0% | +6.7% | -78.7% | -72.8% |
| All | -72.0% | +5.2% | -77.2% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling