+420.9%
TTD vs XHB
+230.6%
+190.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +0.7% |
| 7D | +21.3% | -0.2% | +21.5% | +21.8% |
| 30D | +28.7% | +9.9% | +18.8% | +18.3% |
| 3M | +7.7% | -6.3% | +14.0% | +13.8% |
| 6M | -23.5% | +3.8% | -27.3% | -28.0% |
| YTD | -58.7% | +0.1% | -58.8% | -61.1% |
| 1Y | -63.4% | -0.8% | -62.6% | -65.4% |
| 3Y | -75.3% | +35.6% | -110.9% | -84.3% |
| 5Y | -84.4% | +29.6% | -113.9% | -89.4% |
| 10Y | +516.1% | +237.5% | +278.6% | +67.9% |
| All | +420.9% | +230.6% | +190.3% | +50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling