+379.4%
TTD vs XOP
+59.5%
+319.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.5% | -4.1% |
| 7D | +6.3% | +2.6% | +3.8% | +5.3% |
| 30D | -23.9% | +15.4% | -39.3% | -28.1% |
| 3M | -31.4% | +12.1% | -43.4% | -34.8% |
| 6M | -42.7% | +19.7% | -62.4% | -47.3% |
| YTD | -62.0% | +52.4% | -114.4% | -68.4% |
| 1Y | -72.2% | +47.6% | -119.8% | -76.7% |
| 3Y | -81.9% | +34.4% | -116.3% | -84.5% |
| 5Y | -81.5% | +154.4% | -235.9% | -87.7% |
| All | +379.4% | +59.5% | +319.9% | +246.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling