-76.1%
TTD vs SOXQ
+286.7%
-362.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.9% | +1.4% |
| 7D | -0.6% | +0.8% | -1.4% | -1.2% |
| 30D | +6.3% | -4.6% | +10.9% | +9.1% |
| 3M | -24.1% | -10.2% | -14.0% | -22.9% |
| 6M | -47.4% | +49.7% | -97.1% | -67.2% |
| YTD | -62.2% | +67.2% | -129.5% | -79.0% |
| 1Y | -68.3% | +98.0% | -166.3% | -85.3% |
| 3Y | -83.4% | +237.2% | -320.6% | -96.2% |
| 5Y | -80.3% | +261.3% | -341.6% | -95.7% |
| All | -76.1% | +286.7% | -362.8% | -95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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