+80.1%
XLF vs TTD
-75.9%
+156.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.5% |
| 7D | +1.2% | +20.8% | -19.5% | -0.4% |
| 30D | +6.2% | +27.1% | -20.9% | +4.0% |
| 3M | +0.9% | +14.7% | -13.8% | -0.5% |
| 6M | +13.6% | -26.8% | +40.5% | +15.5% |
| YTD | +7.6% | -59.2% | +66.8% | +14.0% |
| 1Y | +10.2% | -64.7% | +74.8% | +18.0% |
| All | +80.1% | -75.9% | +156.0% | +83.1% |
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