+65.8%
XLE vs TTD
-75.1%
+140.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.8% | +1.7% |
| 7D | -0.2% | +20.8% | -21.0% | -1.1% |
| 30D | -4.0% | +33.8% | -37.8% | -5.4% |
| 3M | +4.6% | +17.8% | -13.2% | +3.7% |
| 6M | +12.3% | -25.7% | +38.1% | +13.8% |
| YTD | +44.5% | -57.9% | +102.4% | +51.6% |
| 1Y | +42.4% | -63.8% | +106.3% | +51.0% |
| All | +65.8% | -75.1% | +140.9% | +63.2% |
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