+166.9%
XLE vs TTD
-84.3%
+251.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.9% |
| 7D | +5.4% | +21.3% | -15.8% | +4.3% |
| 30D | -3.9% | +28.7% | -32.7% | -5.3% |
| 3M | +7.0% | +7.7% | -0.7% | +6.4% |
| 6M | +14.2% | -23.5% | +37.7% | +15.3% |
| YTD | +48.2% | -58.7% | +106.9% | +54.8% |
| 1Y | +47.7% | -63.4% | +111.1% | +55.5% |
| 3Y | +70.0% | -75.3% | +145.3% | +77.1% |
| All | +166.9% | -84.3% | +251.2% | +181.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling