+194.9%
XOM vs TTD
+401.9%
-207.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -1.4% |
| 7D | +1.8% | +6.3% | -4.6% | +1.4% |
| 30D | +5.9% | -23.9% | +29.7% | +7.4% |
| 3M | +5.6% | -31.4% | +36.9% | +7.7% |
| 6M | +7.9% | -42.7% | +50.5% | +10.9% |
| YTD | +35.2% | -62.0% | +97.2% | +42.5% |
| 1Y | +46.0% | -72.2% | +118.2% | +56.8% |
| 3Y | +55.0% | -81.9% | +137.0% | +65.9% |
| 5Y | +246.3% | -81.5% | +327.9% | +254.0% |
| All | +194.9% | +401.9% | -207.0% | +130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling