-82.5%
TTD vs XOP
+90.1%
-172.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +2.5% |
| 7D | +20.8% | +0.5% | +20.3% | +20.6% |
| 30D | +33.8% | -7.3% | +41.1% | +37.2% |
| 3M | +17.8% | +1.4% | +16.5% | +15.9% |
| 6M | -25.7% | +7.8% | -33.5% | -29.6% |
| YTD | -57.9% | +44.5% | -102.4% | -66.0% |
| 1Y | -63.8% | +37.0% | -100.9% | -70.1% |
| 3Y | -75.0% | +40.8% | -115.8% | -80.2% |
| 5Y | -82.5% | +88.7% | -171.2% | -88.7% |
| All | -82.5% | +90.1% | -172.6% | -88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling