-73.1%
TTD vs XRT
-1.4%
-71.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.7% | -1.8% |
| 7D | +1.7% | -0.3% | +2.0% | +1.9% |
| 30D | +1.6% | -5.6% | +7.2% | +4.4% |
| 3M | -27.8% | +2.5% | -30.4% | -28.2% |
| 6M | -52.1% | +3.7% | -55.8% | -52.6% |
| YTD | -63.1% | +1.0% | -64.0% | -63.2% |
| 1Y | -73.1% | -1.2% | -71.9% | -73.6% |
| All | -73.1% | -1.4% | -71.7% | -73.6% |
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