+47.8%
XOM vs TTD
-64.0%
+111.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.5% |
| 7D | +2.8% | +21.3% | -18.4% | +3.3% |
| 30D | -3.6% | +28.7% | -32.4% | -3.2% |
| 3M | +8.2% | +7.7% | +0.6% | +8.8% |
| 6M | +14.0% | -23.5% | +37.5% | +15.3% |
| YTD | +44.6% | -58.7% | +103.3% | +49.1% |
| 1Y | +47.8% | -63.4% | +111.2% | +52.4% |
| All | +47.8% | -64.0% | +111.7% | +52.4% |
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