+329.6%
TTD vs XRT
+140.2%
+189.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.7% | +2.6% |
| 7D | +5.2% | +0.9% | +4.3% | +4.0% |
| 30D | +6.9% | +7.9% | -1.0% | -0.8% |
| 3M | -26.8% | -0.2% | -26.6% | -27.1% |
| 6M | -46.1% | +5.6% | -51.7% | -49.3% |
| YTD | -65.9% | +5.7% | -71.6% | -68.2% |
| 1Y | -71.8% | +14.6% | -86.4% | -75.9% |
| 3Y | -83.3% | +50.7% | -134.0% | -89.4% |
| 5Y | -81.1% | -4.8% | -76.3% | -80.6% |
| 10Y | +441.7% | +152.6% | +289.0% | +102.9% |
| All | +329.6% | +140.2% | +189.4% | +76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling