-83.3%
TTD vs XHB
+26.5%
-109.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -1.7% |
| 7D | +1.7% | +0.2% | +1.6% | +1.7% |
| 30D | +1.6% | -9.1% | +10.7% | +6.1% |
| 3M | -27.8% | -2.3% | -25.5% | -27.7% |
| 6M | -52.1% | -4.1% | -48.0% | -51.9% |
| YTD | -63.1% | -1.7% | -61.4% | -63.8% |
| 1Y | -73.1% | -15.1% | -57.9% | -71.2% |
| 3Y | -83.3% | +26.8% | -110.1% | -87.1% |
| All | -83.3% | +26.5% | -109.7% | -87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling