+49.9%
XLE vs TTD
-72.7%
+122.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.9% | -7.6% | -4.7% |
| 7D | -7.2% | +3.7% | -10.9% | -7.1% |
| 30D | +0.1% | +10.4% | -10.3% | +0.2% |
| 3M | +9.2% | -31.6% | +40.8% | +9.2% |
| 6M | +8.4% | -45.1% | +53.5% | +8.8% |
| YTD | +44.9% | -65.1% | +110.0% | +49.0% |
| 1Y | +49.9% | -72.0% | +121.9% | +55.5% |
| All | +49.9% | -72.7% | +122.5% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 1y: compounded portfolio wealth divided by compounded TTD 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…
1y analysis · Full analysis span regression · 6 months rolling