-83.3%
TTD vs XME
+136.1%
-219.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -4.0% | -3.1% |
| 7D | +1.7% | +3.6% | -1.9% | +0.8% |
| 30D | +1.6% | +3.6% | -2.0% | +0.4% |
| 3M | -27.8% | +1.2% | -29.1% | -28.4% |
| 6M | -52.1% | +9.0% | -61.2% | -54.5% |
| YTD | -63.1% | +15.9% | -79.0% | -66.6% |
| 1Y | -73.1% | +43.2% | -116.2% | -79.0% |
| 3Y | -83.3% | +137.4% | -220.7% | -91.8% |
| All | -83.3% | +136.1% | -219.4% | -91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling