-80.9%
TTD vs XHB
+34.8%
-115.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | +0.4% |
| 7D | -4.6% | -1.9% | -2.7% | -2.9% |
| 30D | +3.7% | -8.3% | +12.0% | +11.9% |
| 3M | -30.2% | -7.1% | -23.1% | -26.8% |
| 6M | -51.4% | -5.3% | -46.1% | -50.9% |
| YTD | -63.4% | -3.2% | -60.2% | -64.6% |
| 1Y | -73.5% | -13.9% | -59.7% | -71.3% |
| 3Y | -83.5% | +24.9% | -108.4% | -90.0% |
| 5Y | -80.9% | +34.5% | -115.5% | -89.3% |
| All | -80.9% | +34.8% | -115.8% | -89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling