-85.1%
TTD vs XME
+108.0%
-193.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +2.9% | +2.2% |
| 7D | +21.3% | +0.3% | +21.0% | +21.4% |
| 30D | +28.7% | -6.1% | +34.9% | +33.0% |
| 3M | +7.7% | -18.6% | +26.3% | +19.0% |
| 6M | -23.5% | -23.9% | +0.4% | -14.2% |
| YTD | -58.7% | -9.3% | -49.3% | -60.3% |
| 1Y | -63.4% | +1.8% | -65.2% | -68.0% |
| 3Y | -75.3% | +93.0% | -168.3% | -88.3% |
| All | -85.1% | +108.0% | -193.1% | -93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling