+12.3%
XLI vs TTD
-72.7%
+85.0%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.0% |
| 7D | +0.6% | +3.7% | -3.1% | +0.7% |
| 30D | -0.4% | +10.4% | -10.8% | -0.1% |
| 3M | -8.8% | -31.6% | +22.7% | -9.5% |
| 6M | -0.4% | -45.1% | +44.7% | -1.5% |
| YTD | +10.1% | -65.1% | +75.3% | +11.9% |
| 1Y | +12.3% | -72.0% | +84.3% | +17.5% |
| All | +12.3% | -72.7% | +85.0% | +17.5% |
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