+7.6%
XLF vs TTD
-69.0%
+76.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -2.0% | +0.5% |
| 7D | -1.5% | -0.6% | -0.8% | -1.4% |
| 30D | -1.2% | +6.3% | -7.5% | -1.6% |
| 3M | +9.2% | -24.1% | +33.3% | +10.9% |
| 6M | +16.3% | -47.4% | +63.8% | +20.6% |
| YTD | +5.4% | -62.2% | +67.7% | +12.5% |
| 1Y | +7.6% | -68.3% | +75.9% | +17.2% |
| All | +7.6% | -69.0% | +76.6% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling