+220.8%
SOXX vs TTD
-83.5%
+304.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.4% | -2.8% |
| 7D | +3.0% | -7.4% | +10.5% | +4.2% |
| 30D | -3.1% | +3.0% | -6.2% | -3.8% |
| 3M | -4.4% | -27.6% | +23.2% | -0.7% |
| 6M | +52.9% | -49.5% | +102.4% | +68.6% |
| YTD | +72.0% | -63.2% | +135.2% | +101.9% |
| 1Y | +105.1% | -69.7% | +174.8% | +150.7% |
| All | +220.8% | -83.5% | +304.3% | +303.9% |
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