+249.5%
XLI vs TTD
+385.9%
-136.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.4% | -0.8% |
| 7D | -2.3% | -7.4% | +5.1% | -1.6% |
| 30D | -8.2% | +3.0% | -11.2% | -8.5% |
| 3M | +0.8% | -27.6% | +28.4% | +3.4% |
| 6M | +0.8% | -49.5% | +50.3% | +6.8% |
| YTD | +10.5% | -63.2% | +73.7% | +20.5% |
| 1Y | +14.1% | -69.7% | +83.9% | +26.8% |
| 3Y | +68.6% | -83.3% | +151.9% | +90.7% |
| 5Y | +80.4% | -80.8% | +161.2% | +90.6% |
| All | +249.5% | +385.9% | -136.4% | +176.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling