-91.6%
SOXS vs TTD
-72.7%
-19.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.9% | +5.9% | +8.3% |
| 7D | +46.7% | +3.7% | +43.0% | +45.3% |
| 30D | +97.0% | +10.4% | +86.5% | +92.5% |
| 3M | +39.5% | -31.6% | +71.1% | +46.0% |
| 6M | -54.9% | -45.1% | -9.8% | -55.0% |
| YTD | -90.4% | -65.1% | -25.2% | -92.6% |
| 1Y | -91.6% | -72.0% | -19.6% | -95.0% |
| All | -91.6% | -72.7% | -19.0% | -95.0% |
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