+376.4%
TTD vs XHB
+217.2%
+159.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +1.2% |
| 7D | -0.6% | -4.6% | +4.0% | +3.7% |
| 30D | +6.3% | -9.1% | +15.4% | +15.7% |
| 3M | -24.1% | -8.6% | -15.6% | -19.1% |
| 6M | -47.4% | -4.0% | -43.4% | -47.6% |
| YTD | -62.2% | -3.9% | -58.3% | -63.0% |
| 1Y | -68.3% | -16.5% | -51.8% | -64.7% |
| 3Y | -83.4% | +22.6% | -106.0% | -88.4% |
| 5Y | -80.3% | +33.9% | -114.2% | -86.9% |
| All | +376.4% | +217.2% | +159.3% | +43.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling