+508.5%
TTD vs XYZ
+597.9%
-89.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.5% | -0.4% |
| 7D | +21.3% | -1.1% | +22.3% | +22.2% |
| 30D | +28.7% | +11.5% | +17.2% | +19.8% |
| 3M | +7.7% | +1.8% | +5.9% | +5.6% |
| 6M | -23.5% | +21.2% | -44.7% | -32.9% |
| YTD | -58.7% | +29.9% | -88.6% | -66.1% |
| 1Y | -63.4% | +35.8% | -99.2% | -71.0% |
| 3Y | -75.3% | +62.6% | -137.9% | -84.7% |
| 5Y | -84.4% | -62.8% | -21.6% | -77.3% |
| All | +508.5% | +597.9% | -89.4% | +154.8% |
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