+100.2%
XBI vs TTD
-83.5%
+183.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.3% | -1.7% |
| 7D | -4.6% | -7.4% | +2.8% | -3.9% |
| 30D | -0.8% | +3.0% | -3.8% | -1.2% |
| 3M | +21.8% | -27.6% | +49.4% | +24.8% |
| 6M | +23.2% | -49.5% | +72.7% | +30.6% |
| YTD | +28.7% | -63.2% | +91.9% | +41.1% |
| 1Y | +67.8% | -69.7% | +137.5% | +87.9% |
| All | +100.2% | -83.5% | +183.7% | +112.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling