-2.3%
XLI vs TTD
-25.0%
+22.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.4% |
| 7D | +3.8% | +21.3% | -17.5% | +3.2% |
| 30D | +1.0% | +28.7% | -27.7% | +0.7% |
| 3M | -8.9% | +7.7% | -16.6% | -9.5% |
| 6M | -2.3% | -23.5% | +21.2% | -2.8% |
| All | -2.3% | -25.0% | +22.7% | -2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling