-83.3%
TTD vs XOP
+36.7%
-120.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.5% |
| 7D | +1.7% | +0.6% | +1.1% | +1.5% |
| 30D | +1.6% | +16.5% | -14.9% | -4.3% |
| 3M | -27.8% | +15.7% | -43.6% | -32.3% |
| 6M | -52.1% | +19.2% | -71.3% | -56.2% |
| YTD | -63.1% | +55.0% | -118.0% | -70.4% |
| 1Y | -73.1% | +54.2% | -127.2% | -78.6% |
| 3Y | -83.3% | +35.9% | -119.2% | -87.2% |
| All | -83.3% | +36.7% | -120.0% | -87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling