+361.1%
TTD vs XRT
+125.8%
+235.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | +0.6% |
| 7D | -4.6% | -2.4% | -2.2% | -2.3% |
| 30D | +3.7% | -6.9% | +10.6% | +11.1% |
| 3M | -30.2% | -0.4% | -29.8% | -30.2% |
| 6M | -51.4% | +2.2% | -53.6% | -52.9% |
| YTD | -63.4% | -0.7% | -62.8% | -63.7% |
| 1Y | -73.5% | -2.0% | -71.5% | -73.6% |
| 3Y | -83.5% | +41.0% | -124.5% | -88.7% |
| 5Y | -80.9% | -3.3% | -77.6% | -80.4% |
| All | +361.1% | +125.8% | +235.4% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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