+167.2%
XLE vs TTD
+435.2%
-268.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.1% |
| 7D | -12.0% | +5.2% | -17.2% | -12.4% |
| 30D | -2.7% | +6.9% | -9.7% | -3.5% |
| 3M | +6.6% | -26.8% | +33.4% | +9.0% |
| 6M | +9.5% | -46.1% | +55.7% | +14.7% |
| YTD | +40.6% | -65.9% | +106.5% | +52.6% |
| 1Y | +43.6% | -71.8% | +115.4% | +58.6% |
| 3Y | +58.1% | -83.3% | +141.4% | +75.5% |
| 5Y | +152.2% | -81.1% | +233.3% | +160.5% |
| All | +167.2% | +435.2% | -268.0% | +104.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling