+364.1%
TTD vs XME
+409.5%
-45.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.4% | +2.7% |
| 7D | -7.4% | -3.0% | -4.4% | -5.9% |
| 30D | +3.0% | -2.6% | +5.6% | +4.0% |
| 3M | -27.6% | +2.2% | -29.7% | -30.3% |
| 6M | -49.5% | +0.7% | -50.2% | -52.0% |
| YTD | -63.2% | +10.9% | -74.1% | -67.7% |
| 1Y | -69.7% | +35.7% | -105.4% | -77.2% |
| 3Y | -83.3% | +127.1% | -210.5% | -91.5% |
| 5Y | -80.8% | +168.5% | -249.3% | -91.0% |
| All | +364.1% | +409.5% | -45.4% | +23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling