+113.9%
SOXX vs TTD
-73.2%
+187.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.4% | +7.9% | +3.4% |
| 7D | +2.2% | +6.3% | -4.1% | +2.4% |
| 30D | -2.0% | -23.9% | +21.8% | -2.6% |
| 3M | -13.7% | -31.4% | +17.7% | -13.5% |
| 6M | +52.4% | -42.7% | +95.0% | +53.8% |
| YTD | +72.8% | -62.0% | +134.8% | +85.0% |
| 1Y | +113.9% | -72.2% | +186.1% | +137.5% |
| All | +113.9% | -73.2% | +187.1% | +137.5% |
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