+54.6%
XLE vs TTD
-81.8%
+136.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | -0.7% |
| 7D | +2.2% | +6.3% | -4.1% | +1.9% |
| 30D | +11.8% | -23.9% | +35.7% | +13.1% |
| 3M | +9.8% | -31.4% | +41.2% | +11.6% |
| 6M | +15.6% | -42.7% | +58.2% | +18.3% |
| YTD | +45.3% | -62.0% | +107.2% | +52.5% |
| 1Y | +48.3% | -72.2% | +120.5% | +58.7% |
| All | +54.6% | -81.8% | +136.4% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling