+250.3%
XLF vs TTD
+385.9%
-135.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.4% |
| 7D | -2.9% | -7.4% | +4.5% | -2.1% |
| 30D | -1.6% | +3.0% | -4.6% | -2.0% |
| 3M | +9.3% | -27.6% | +36.8% | +12.3% |
| 6M | +14.6% | -49.5% | +64.1% | +21.6% |
| YTD | +4.7% | -63.2% | +67.9% | +14.4% |
| 1Y | +8.6% | -69.7% | +78.4% | +20.9% |
| 3Y | +73.9% | -83.3% | +157.2% | +96.3% |
| 5Y | +65.0% | -80.8% | +145.8% | +74.1% |
| All | +250.3% | +385.9% | -135.6% | +177.3% |
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 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