+35.5%
XLV vs TTD
-80.2%
+115.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.3% |
| 7D | -3.6% | -0.6% | -2.9% | -3.5% |
| 30D | -1.8% | +6.3% | -8.1% | -2.2% |
| 3M | +7.8% | -24.1% | +31.9% | +9.1% |
| 6M | +9.1% | -47.4% | +56.5% | +12.5% |
| YTD | +7.7% | -62.2% | +70.0% | +13.1% |
| 1Y | +20.4% | -68.3% | +88.7% | +27.6% |
| 3Y | +30.8% | -83.4% | +114.2% | +39.4% |
| All | +35.5% | -80.2% | +115.6% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling