-51.4%
TTD vs SOXQ
+61.4%
-112.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -0.9% |
| 7D | -4.6% | +5.2% | -9.8% | -3.7% |
| 30D | +3.7% | -0.5% | +4.2% | +3.7% |
| 3M | -30.2% | -5.6% | -24.6% | -30.6% |
| 6M | -51.4% | +53.0% | -104.4% | -50.7% |
| All | -51.4% | +61.4% | -112.8% | -50.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling