-76.9%
TTD vs SOXQ
+290.2%
-367.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.3% |
| 7D | -4.6% | +5.2% | -9.8% | -8.1% |
| 30D | +3.7% | -0.5% | +4.2% | +3.3% |
| 3M | -30.2% | -5.6% | -24.6% | -32.0% |
| 6M | -51.4% | +53.0% | -104.4% | -70.2% |
| YTD | -63.4% | +68.8% | -132.2% | -79.8% |
| 1Y | -73.5% | +105.7% | -179.2% | -88.2% |
| 3Y | -83.5% | +240.5% | -323.9% | -96.3% |
| 5Y | -80.9% | +266.8% | -347.7% | -95.9% |
| All | -76.9% | +290.2% | -367.1% | -95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling