+52.3%
XOM vs TTD
-69.0%
+121.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.2% | +0.5% |
| 7D | +4.1% | -0.6% | +4.7% | +4.1% |
| 30D | +4.6% | +6.3% | -1.7% | +4.6% |
| 3M | +14.0% | -24.1% | +38.1% | +14.2% |
| 6M | +11.0% | -47.4% | +58.4% | +11.5% |
| YTD | +40.7% | -62.2% | +102.9% | +41.3% |
| 1Y | +52.3% | -68.3% | +120.6% | +55.8% |
| All | +52.3% | -69.0% | +121.3% | +55.8% |
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