+252.0%
XLI vs TTD
+382.8%
-130.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -0.6% | -4.6% | +4.0% | -0.1% |
| 30D | -6.9% | +3.7% | -10.6% | -7.4% |
| 3M | -1.9% | -30.2% | +28.3% | +1.0% |
| 6M | +1.0% | -51.4% | +52.4% | +7.4% |
| YTD | +11.3% | -63.4% | +74.8% | +21.5% |
| 1Y | +15.8% | -73.5% | +89.3% | +30.4% |
| 3Y | +69.8% | -83.5% | +153.3% | +92.2% |
| 5Y | +80.9% | -80.9% | +161.8% | +91.3% |
| All | +252.0% | +382.8% | -130.8% | +178.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling