-82.9%
TTD vs XRT
+45.1%
-128.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -5.2% |
| 7D | +6.3% | +0.8% | +5.5% | +5.6% |
| 30D | -23.9% | -4.2% | -19.7% | -21.3% |
| 3M | -31.4% | +5.1% | -36.5% | -34.3% |
| 6M | -42.7% | +2.4% | -45.1% | -44.1% |
| YTD | -62.0% | +3.2% | -65.2% | -63.3% |
| 1Y | -72.2% | +1.5% | -73.7% | -72.9% |
| All | -82.9% | +45.1% | -128.0% | -88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling