+4,512.7%
SOXL vs TTD
+387.7%
+4,125.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.8% | +7.9% | +6.9% |
| 7D | +16.4% | +1.7% | +14.6% | +14.4% |
| 30D | -12.1% | +1.6% | -13.7% | -14.1% |
| 3M | -41.7% | -27.8% | -13.9% | -34.7% |
| 6M | +157.4% | -52.1% | +209.5% | +257.0% |
| YTD | +193.3% | -63.1% | +256.4% | +369.7% |
| 1Y | +355.3% | -73.1% | +428.4% | +789.8% |
| 3Y | +484.2% | -83.3% | +567.4% | +1,296.4% |
| 5Y | +182.7% | -80.6% | +263.3% | +525.7% |
| All | +4,512.7% | +387.7% | +4,125.1% | +3,270.7% |
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 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