+72.1%
XLI vs TTD
-75.9%
+148.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.7% |
| 7D | +4.3% | +20.8% | -16.5% | +2.8% |
| 30D | +0.5% | +27.1% | -26.7% | -1.3% |
| 3M | -8.6% | +14.7% | -23.3% | -9.7% |
| 6M | -2.3% | -26.8% | +24.5% | -0.8% |
| YTD | +10.1% | -59.2% | +69.3% | +17.6% |
| 1Y | +11.0% | -64.7% | +75.7% | +20.3% |
| All | +72.1% | -75.9% | +148.0% | +77.8% |
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 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