+132.0%
XBI vs TTD
+398.8%
-266.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.9% |
| 7D | -4.6% | -0.6% | -4.0% | -4.5% |
| 30D | -2.0% | +6.3% | -8.3% | -3.4% |
| 3M | +17.8% | -24.1% | +41.9% | +22.5% |
| 6M | +23.7% | -47.4% | +71.2% | +37.1% |
| YTD | +28.2% | -62.2% | +90.5% | +50.6% |
| 1Y | +64.0% | -68.3% | +132.3% | +98.8% |
| 3Y | +99.4% | -83.4% | +182.8% | +152.0% |
| 5Y | +19.3% | -80.3% | +99.6% | +33.3% |
| All | +132.0% | +398.8% | -266.8% | +42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling