+227.3%
XLI vs TTD
+505.0%
-277.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.6% |
| 7D | +4.3% | +20.8% | -16.5% | +2.3% |
| 30D | +0.5% | +27.1% | -26.7% | -2.1% |
| 3M | -8.6% | +14.7% | -23.3% | -10.2% |
| 6M | -2.3% | -26.8% | +24.5% | -0.2% |
| YTD | +10.1% | -59.2% | +69.3% | +18.7% |
| 1Y | +11.0% | -64.7% | +75.7% | +21.5% |
| 3Y | +72.3% | -75.8% | +148.1% | +87.8% |
| 5Y | +70.8% | -84.6% | +155.4% | +85.8% |
| All | +227.3% | +505.0% | -277.7% | +154.5% |
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 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