+53.4%
XOM vs TTD
-83.4%
+136.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.6% | +0.8% |
| 7D | -2.4% | +1.7% | -4.1% | -2.4% |
| 30D | +5.7% | +1.6% | +4.1% | +5.6% |
| 3M | +6.6% | -27.8% | +34.4% | +7.3% |
| 6M | +7.7% | -52.1% | +59.8% | +9.5% |
| YTD | +36.2% | -63.1% | +99.2% | +39.6% |
| 1Y | +50.5% | -73.1% | +123.5% | +55.7% |
| 3Y | +53.4% | -83.3% | +136.6% | +49.7% |
| All | +53.4% | -83.4% | +136.7% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling