+55.9%
SOXL vs TTD
-72.7%
+128.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.9% | -11.7% | -8.3% |
| 7D | -37.9% | +3.7% | -41.6% | -37.5% |
| 30D | -59.4% | +10.4% | -69.8% | -58.5% |
| 3M | -52.3% | -31.6% | -20.7% | -53.9% |
| 6M | -47.7% | -45.1% | -2.6% | -47.1% |
| YTD | +58.8% | -65.1% | +123.9% | +107.7% |
| 1Y | +55.9% | -72.0% | +127.9% | +164.2% |
| All | +55.9% | -72.7% | +128.5% | +164.2% |
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