-72.2%
TTD vs XHB
-9.3%
-63.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.3% | -4.4% |
| 7D | +6.3% | -1.3% | +7.6% | +6.4% |
| 30D | -23.9% | -6.9% | -17.0% | -23.6% |
| 3M | -31.4% | -1.3% | -30.1% | -31.5% |
| 6M | -42.7% | -6.8% | -35.9% | -43.0% |
| YTD | -62.0% | +0.7% | -62.7% | -62.4% |
| 1Y | -72.2% | -11.2% | -61.0% | -73.4% |
| All | -72.2% | -9.3% | -63.0% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling