-84.0%
TTD vs XYZ
+47.2%
-131.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -4.6% | -3.7% | -0.9% | -3.0% |
| 30D | +3.7% | +0.5% | +3.1% | +3.4% |
| 3M | -30.2% | +16.3% | -46.5% | -34.5% |
| 6M | -51.4% | +21.1% | -72.5% | -55.3% |
| YTD | -63.4% | +22.0% | -85.4% | -66.7% |
| 1Y | -73.5% | +5.2% | -78.7% | -74.4% |
| All | -84.0% | +47.2% | -131.1% | -87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling