-72.0%
TTD vs XOP
+45.9%
-117.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.4% | +9.3% | +2.5% |
| 7D | +3.7% | -10.5% | +14.2% | +3.1% |
| 30D | +10.4% | -4.3% | +14.8% | +9.6% |
| 3M | -31.6% | +4.7% | -36.3% | -32.1% |
| 6M | -45.1% | -0.1% | -45.0% | -45.2% |
| YTD | -65.1% | +43.8% | -109.0% | -66.8% |
| 1Y | -72.0% | +45.3% | -117.3% | -73.2% |
| All | -72.0% | +45.9% | -117.9% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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