-85.4%
TTD vs XRT
-5.3%
-80.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.7% | +3.0% |
| 7D | +5.2% | +0.9% | +4.3% | +3.7% |
| 30D | +6.9% | +7.9% | -1.0% | -2.6% |
| 3M | -26.8% | -0.2% | -26.6% | -27.2% |
| 6M | -46.1% | +5.6% | -51.7% | -50.1% |
| YTD | -65.9% | +5.7% | -71.6% | -68.9% |
| 1Y | -71.8% | +14.6% | -86.4% | -77.0% |
| 3Y | -83.3% | +50.7% | -134.0% | -91.2% |
| All | -85.4% | -5.3% | -80.1% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling