+500.3%
TTD vs XME
+266.4%
+233.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.1% |
| 7D | +20.8% | +5.3% | +15.4% | +17.6% |
| 30D | +27.1% | -8.2% | +35.3% | +33.1% |
| 3M | +14.7% | -18.4% | +33.1% | +27.1% |
| 6M | -26.8% | -22.8% | -4.0% | -18.5% |
| YTD | -59.2% | -7.9% | -51.4% | -60.6% |
| 1Y | -64.7% | -0.9% | -63.8% | -67.6% |
| 3Y | -75.8% | +96.0% | -171.8% | -86.6% |
| 5Y | -84.6% | +110.3% | -194.9% | -91.7% |
| All | +500.3% | +266.4% | +233.9% | +113.3% |
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