-64.7%
TTD vs XME
+0.8%
-65.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -3.3% |
| 7D | +20.8% | +5.3% | +15.4% | +21.4% |
| 30D | +27.1% | -8.2% | +35.3% | +25.3% |
| 3M | +14.7% | -18.4% | +33.1% | +11.2% |
| 6M | -26.8% | -22.8% | -4.0% | -28.1% |
| YTD | -59.2% | -7.9% | -51.4% | -60.1% |
| 1Y | -64.7% | -0.9% | -63.8% | -65.8% |
| All | -64.7% | +0.8% | -65.4% | -65.8% |
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