+58.3%
SOXX vs TTD
-51.8%
+110.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.6% |
| 7D | +6.1% | -4.6% | +10.7% | +5.5% |
| 30D | +0.5% | +3.7% | -3.2% | +1.0% |
| 3M | -5.3% | -30.2% | +24.9% | -7.7% |
| 6M | +58.3% | -51.4% | +109.7% | +51.7% |
| All | +58.3% | -51.8% | +110.1% | +51.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling