+47.9%
XBI vs TTD
-72.7%
+120.5%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.2% | +2.6% |
| 7D | +1.0% | +3.7% | -2.7% | +1.0% |
| 30D | +1.9% | +10.4% | -8.6% | +1.8% |
| 3M | +4.8% | -31.6% | +36.3% | +5.1% |
| 6M | +19.3% | -45.1% | +64.4% | +20.5% |
| YTD | +30.6% | -65.1% | +95.8% | +34.9% |
| 1Y | +47.9% | -72.0% | +119.9% | +57.5% |
| All | +47.9% | -72.7% | +120.5% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 1y: compounded portfolio wealth divided by compounded TTD 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…
1y analysis · Full analysis span regression · 6 months rolling