+4,458.5%
SOXL vs TTD
+398.8%
+4,059.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.6% | +2.6% | +3.6% |
| 7D | +3.9% | -0.6% | +4.5% | +4.1% |
| 30D | -14.3% | +6.3% | -20.6% | -18.7% |
| 3M | -45.6% | -24.1% | -21.5% | -40.9% |
| 6M | +117.2% | -47.4% | +164.6% | +184.2% |
| YTD | +189.8% | -62.2% | +252.1% | +357.7% |
| 1Y | +317.7% | -68.3% | +386.0% | +641.3% |
| 3Y | +478.6% | -83.4% | +562.1% | +1,293.8% |
| 5Y | +169.5% | -80.3% | +249.8% | +490.6% |
| All | +4,458.5% | +398.8% | +4,059.7% | +3,184.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling