+364.1%
TTD vs XYZ
+578.1%
-214.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.9% |
| 7D | -7.4% | -5.2% | -2.3% | -4.4% |
| 30D | +3.0% | 0.0% | +3.0% | +3.0% |
| 3M | -27.6% | +18.7% | -46.2% | -34.9% |
| 6M | -49.5% | +20.5% | -70.0% | -55.4% |
| YTD | -63.2% | +21.5% | -84.7% | -68.2% |
| 1Y | -69.7% | +7.2% | -76.9% | -72.2% |
| 3Y | -83.3% | +49.0% | -132.3% | -89.1% |
| 5Y | -80.8% | -68.1% | -12.7% | -69.0% |
| All | +364.1% | +578.1% | -214.0% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling