+449.8%
SOXL vs TTD
-83.5%
+533.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.6% | -8.7% | -8.3% |
| 7D | +8.5% | -7.4% | +15.9% | +11.8% |
| 30D | -13.0% | +3.0% | -16.0% | -15.0% |
| 3M | -35.9% | -27.6% | -8.3% | -30.2% |
| 6M | +112.1% | -49.5% | +161.5% | +172.3% |
| YTD | +175.4% | -63.2% | +238.6% | +322.4% |
| 1Y | +304.9% | -69.7% | +374.6% | +605.4% |
| All | +449.8% | -83.5% | +533.4% | +1,113.7% |
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