-63.4%
TTD vs XRT
+12.7%
-76.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +0.9% | +1.1% |
| 7D | +21.3% | +1.7% | +19.5% | +20.2% |
| 30D | +28.7% | +7.5% | +21.2% | +23.6% |
| 3M | +7.7% | +2.2% | +5.5% | +5.9% |
| 6M | -23.5% | +14.7% | -38.1% | -28.3% |
| YTD | -58.7% | +7.5% | -66.2% | -60.5% |
| 1Y | -63.4% | +14.1% | -77.5% | -66.3% |
| All | -63.4% | +12.7% | -76.1% | -66.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling