+179.2%
XLE vs TTD
+401.9%
-222.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | -0.5% |
| 7D | +2.2% | +6.3% | -4.1% | +1.6% |
| 30D | +11.8% | -23.9% | +35.7% | +14.1% |
| 3M | +9.8% | -31.4% | +41.2% | +12.9% |
| 6M | +15.6% | -42.7% | +58.2% | +20.0% |
| YTD | +45.3% | -62.0% | +107.2% | +56.4% |
| 1Y | +48.3% | -72.2% | +120.5% | +64.0% |
| 3Y | +55.4% | -81.9% | +137.4% | +71.3% |
| 5Y | +216.1% | -81.5% | +297.6% | +228.3% |
| All | +179.2% | +401.9% | -222.7% | +108.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling