+364.1%
TTD vs XOP
+63.4%
+300.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -7.4% | +1.6% | -9.1% | -8.0% |
| 30D | +3.0% | +9.6% | -6.6% | -0.6% |
| 3M | -27.6% | +16.9% | -44.5% | -32.3% |
| 6M | -49.5% | +24.0% | -73.5% | -54.3% |
| YTD | -63.2% | +56.2% | -119.4% | -69.7% |
| 1Y | -69.7% | +51.8% | -121.5% | -74.9% |
| 3Y | -83.3% | +37.0% | -120.3% | -85.8% |
| 5Y | -80.8% | +163.4% | -244.2% | -87.4% |
| All | +364.1% | +63.4% | +300.7% | +232.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling