+1,483.3%
SOXX vs TTD
+398.8%
+1,084.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.8% | +1.3% |
| 7D | +1.4% | -0.6% | +2.0% | +1.5% |
| 30D | -3.6% | +6.3% | -9.9% | -5.1% |
| 3M | -10.2% | -24.1% | +14.0% | -6.4% |
| 6M | +54.2% | -47.4% | +101.7% | +71.9% |
| YTD | +75.2% | -62.2% | +137.4% | +108.6% |
| 1Y | +107.5% | -68.3% | +175.8% | +156.2% |
| 3Y | +226.8% | -83.4% | +310.2% | +329.3% |
| 5Y | +251.2% | -80.3% | +331.5% | +308.5% |
| All | +1,483.3% | +398.8% | +1,084.5% | +1,036.0% |
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 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