+396.0%
TTD vs XRT
+149.0%
+247.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +3.7% | +11.8% | +11.8% |
| 7D | +19.0% | +2.5% | +16.5% | +16.3% |
| 30D | +23.6% | +10.3% | +13.3% | +12.6% |
| 3M | +8.2% | +2.4% | +5.8% | +5.9% |
| 6M | -35.3% | +10.0% | -45.3% | -41.3% |
| YTD | -60.7% | +9.5% | -70.2% | -64.5% |
| 1Y | -65.3% | +17.2% | -82.4% | -70.8% |
| 3Y | -80.6% | +62.0% | -142.5% | -88.5% |
| 5Y | -84.6% | -2.1% | -82.5% | -84.6% |
| 10Y | +550.5% | +152.6% | +398.0% | +147.2% |
| All | +396.0% | +149.0% | +247.0% | +97.5% |
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 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