+75.2%
XLF vs TTD
-83.4%
+158.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.5% | -1.2% |
| 7D | +0.2% | +1.7% | -1.6% | 0.0% |
| 30D | -0.5% | +1.6% | -2.1% | -0.7% |
| 3M | +10.6% | -27.8% | +38.5% | +13.0% |
| 6M | +14.3% | -52.1% | +66.4% | +20.1% |
| YTD | +5.5% | -63.1% | +68.6% | +13.0% |
| 1Y | +9.6% | -73.1% | +82.6% | +20.0% |
| 3Y | +75.2% | -83.3% | +158.5% | +85.9% |
| All | +75.2% | -83.4% | +158.5% | +85.9% |
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