+379.4%
TTD vs XME
+426.6%
-47.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.5% |
| 7D | +6.3% | -0.1% | +6.4% | +6.4% |
| 30D | -23.9% | +6.0% | -29.9% | -27.3% |
| 3M | -31.4% | -7.7% | -23.7% | -29.7% |
| 6M | -42.7% | +1.0% | -43.6% | -45.8% |
| YTD | -62.0% | +14.6% | -76.6% | -67.3% |
| 1Y | -72.2% | +46.0% | -118.2% | -80.1% |
| 3Y | -81.9% | +127.0% | -209.0% | -90.7% |
| 5Y | -81.5% | +175.8% | -257.4% | -91.5% |
| All | +379.4% | +426.6% | -47.2% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling