+205.5%
XOM vs TTD
+385.9%
-180.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | +1.9% | -7.4% | +9.3% | +2.3% |
| 30D | +4.1% | +3.0% | +1.0% | +3.8% |
| 3M | +10.4% | -27.6% | +38.0% | +12.2% |
| 6M | +13.0% | -49.5% | +62.5% | +17.2% |
| YTD | +40.1% | -63.2% | +103.3% | +48.0% |
| 1Y | +51.1% | -69.7% | +120.9% | +61.5% |
| 3Y | +57.7% | -83.3% | +141.1% | +69.7% |
| 5Y | +264.7% | -80.8% | +345.5% | +271.1% |
| All | +205.5% | +385.9% | -180.4% | +138.9% |
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