+379.4%
TTD vs XHB
+232.6%
+146.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.3% | -5.2% |
| 7D | +6.3% | -1.3% | +7.6% | +7.5% |
| 30D | -23.9% | -6.9% | -17.0% | -19.3% |
| 3M | -31.4% | -1.3% | -30.1% | -31.9% |
| 6M | -42.7% | -6.8% | -35.9% | -41.3% |
| YTD | -62.0% | +0.7% | -62.7% | -64.3% |
| 1Y | -72.2% | -11.2% | -61.0% | -70.8% |
| 3Y | -81.9% | +25.3% | -107.3% | -87.6% |
| 5Y | -81.5% | +37.3% | -118.9% | -88.0% |
| All | +379.4% | +232.6% | +146.8% | +38.1% |
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 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