-80.9%
TTD vs XME
+183.2%
-264.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.6% |
| 7D | -4.6% | -0.2% | -4.4% | -4.5% |
| 30D | +3.7% | +1.4% | +2.3% | +2.4% |
| 3M | -30.2% | +2.7% | -32.9% | -32.7% |
| 6M | -51.4% | +6.5% | -57.9% | -55.4% |
| YTD | -63.4% | +15.2% | -78.6% | -69.0% |
| 1Y | -73.5% | +43.5% | -117.0% | -81.6% |
| 3Y | -83.5% | +135.9% | -219.3% | -92.9% |
| 5Y | -80.9% | +181.5% | -262.4% | -93.0% |
| All | -80.9% | +183.2% | -264.2% | -93.0% |
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 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