+1,498.1%
SOXX vs TTD
+382.8%
+1,115.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | +6.1% | -4.6% | +10.7% | +7.1% |
| 30D | +0.5% | +3.7% | -3.2% | -0.6% |
| 3M | -5.3% | -30.2% | +24.9% | +0.4% |
| 6M | +58.3% | -51.4% | +109.7% | +79.5% |
| YTD | +76.8% | -63.4% | +140.3% | +112.0% |
| 1Y | +114.6% | -73.5% | +188.1% | +175.2% |
| 3Y | +229.6% | -83.5% | +313.1% | +332.9% |
| 5Y | +257.3% | -80.9% | +338.3% | +318.5% |
| All | +1,498.1% | +382.8% | +1,115.3% | +1,054.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling