-73.5%
TTD vs XOP
+54.2%
-127.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | -4.6% | +1.0% | -5.6% | -4.6% |
| 30D | +3.7% | +10.8% | -7.2% | +3.6% |
| 3M | -30.2% | +19.5% | -49.7% | -30.6% |
| 6M | -51.4% | +21.6% | -73.0% | -52.1% |
| YTD | -63.4% | +55.8% | -119.3% | -64.2% |
| 1Y | -73.5% | +54.6% | -128.2% | -73.4% |
| All | -73.5% | +54.2% | -127.7% | -73.4% |
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