+46.0%
XOM vs TTD
-73.2%
+119.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -1.7% |
| 7D | +1.8% | +6.3% | -4.6% | +1.8% |
| 30D | +5.9% | -23.9% | +29.7% | +5.8% |
| 3M | +5.6% | -31.4% | +36.9% | +5.8% |
| 6M | +7.9% | -42.7% | +50.5% | +8.0% |
| YTD | +35.2% | -62.0% | +97.2% | +34.1% |
| 1Y | +46.0% | -72.2% | +118.2% | +42.8% |
| All | +46.0% | -73.2% | +119.2% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling