+257.2%
XOM vs TTD
-80.2%
+337.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.2% | +0.4% |
| 7D | +4.1% | -0.6% | +4.7% | +4.1% |
| 30D | +4.6% | +6.3% | -1.7% | +4.3% |
| 3M | +14.0% | -24.1% | +38.1% | +14.8% |
| 6M | +11.0% | -47.4% | +58.4% | +13.1% |
| YTD | +40.7% | -62.2% | +102.9% | +45.1% |
| 1Y | +52.3% | -68.3% | +120.6% | +58.0% |
| 3Y | +60.5% | -83.4% | +143.9% | +66.5% |
| All | +257.2% | -80.2% | +337.4% | +258.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling