-25.7%
TTD vs XHB
+1.0%
-26.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.7% |
| 7D | +20.8% | -4.1% | +24.9% | +22.4% |
| 30D | +33.8% | +9.6% | +24.2% | +30.3% |
| 3M | +17.8% | -6.0% | +23.9% | +17.0% |
| 6M | -25.7% | +2.2% | -27.9% | -28.3% |
| All | -25.7% | +1.0% | -26.7% | -28.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling